+887.9%
APP vs SMR
+125.1%
+762.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +4.5% |
| 7D | +4.6% | -8.3% | +12.8% | +6.0% |
| 30D | +56.0% | -20.1% | +76.1% | +60.6% |
| 3M | +30.8% | -52.7% | +83.5% | +45.7% |
| 6M | -9.8% | -61.0% | +51.2% | +2.7% |
| YTD | -39.3% | -67.1% | +27.8% | -30.2% |
| 1Y | -26.4% | -79.9% | +53.4% | -9.1% |
| 3Y | +887.9% | +101.7% | +786.2% | +700.5% |
| All | +887.9% | +125.1% | +762.8% | +700.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling