-43.0%
APP vs SMR
-68.0%
+25.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +15.3% | -17.9% | -5.7% |
| 7D | +0.1% | +21.4% | -21.3% | -4.0% |
| 30D | -10.0% | +13.8% | -23.9% | -12.9% |
| 3M | -44.6% | +3.9% | -48.6% | -45.9% |
| 6M | -37.9% | -4.2% | -33.7% | -39.5% |
| YTD | -53.7% | -21.1% | -32.6% | -53.4% |
| 1Y | -43.0% | -67.1% | +24.1% | -37.2% |
| All | -43.0% | -68.0% | +25.0% | -37.2% |
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