+120.4%
AS vs SM
+4.6%
+115.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.7% | +4.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.9% |
| 30D | -19.6% | +25.6% | -45.2% | -22.2% |
| 3M | -14.4% | +8.0% | -22.4% | -15.7% |
| 6M | -20.1% | +50.8% | -70.9% | -29.2% |
| YTD | -20.9% | +97.9% | -118.8% | -35.9% |
| 1Y | -21.9% | +33.8% | -55.7% | -28.5% |
| All | +120.4% | +4.6% | +115.8% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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