+548.4%
APP vs SMR
-49.5%
+597.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +16.2% | -6.4% | +7.3% |
| 7D | +71.2% | -9.6% | +80.8% | +72.6% |
| 30D | +39.1% | -33.8% | +72.8% | +47.5% |
| 3M | +16.5% | -46.4% | +62.9% | +26.4% |
| 6M | -16.6% | -62.4% | +45.9% | -5.2% |
| YTD | -41.9% | -64.1% | +22.2% | -34.6% |
| 1Y | -37.0% | -84.3% | +47.3% | -20.0% |
| 3Y | +892.4% | +55.8% | +836.6% | +725.6% |
| All | +548.4% | -49.5% | +597.8% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling