-35.9%
APP vs SMR
-76.3%
+40.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +0.9% | +4.4% | -3.5% | 0.0% |
| 30D | -23.3% | +3.4% | -26.7% | -24.1% |
| 3M | -42.6% | -19.2% | -23.5% | -41.0% |
| 6M | -33.6% | -22.6% | -11.0% | -32.5% |
| YTD | -52.4% | -31.5% | -20.9% | -50.6% |
| 1Y | -35.9% | -73.1% | +37.2% | -27.4% |
| All | -35.9% | -76.3% | +40.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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