+555.5%
APP vs SMR
-48.1%
+603.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.9% |
| 7D | +61.1% | -2.8% | +63.9% | +60.5% |
| 30D | +42.8% | -27.5% | +70.3% | +49.2% |
| 3M | +16.7% | -43.1% | +59.8% | +25.4% |
| 6M | -15.6% | -58.4% | +42.8% | -5.6% |
| YTD | -41.3% | -63.2% | +21.9% | -34.2% |
| 1Y | -39.3% | -81.6% | +42.4% | -24.6% |
| 3Y | +803.2% | +149.8% | +653.4% | +615.1% |
| All | +555.5% | -48.1% | +603.5% | +457.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling