+24.1%
APD vs SMTC
+59.8%
-35.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.3% |
| 7D | +2.2% | +30.5% | -28.3% | +2.4% |
| 30D | +9.4% | -30.9% | +40.3% | +9.1% |
| 3M | +4.7% | -14.7% | +19.4% | +4.4% |
| 6M | +5.5% | -9.6% | +15.1% | +4.6% |
| YTD | +31.4% | +62.1% | -30.7% | +28.4% |
| 1Y | +24.1% | +66.6% | -42.5% | +21.0% |
| All | +24.1% | +59.8% | -35.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling