-37.1%
APP vs SMR
-83.0%
+46.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +3.5% |
| 7D | +79.2% | +1.7% | +77.5% | +76.8% |
| 30D | +48.0% | -24.4% | +72.4% | +56.2% |
| 3M | +18.2% | -44.6% | +62.8% | +31.5% |
| 6M | -12.5% | -56.7% | +44.2% | +1.7% |
| YTD | -39.2% | -61.6% | +22.5% | -29.3% |
| All | -37.1% | -83.0% | +46.0% | -8.4% |
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