-2.7%
SMCI vs AA
+63.2%
-65.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.7% | +5.5% |
| 7D | +6.8% | -0.7% | +7.5% | +7.0% |
| 30D | +30.6% | +5.0% | +25.6% | +26.1% |
| 3M | -15.6% | -35.8% | +20.2% | +2.0% |
| 6M | +21.3% | -18.4% | +39.6% | +36.5% |
| YTD | +35.3% | -5.5% | +40.7% | +43.8% |
| 1Y | -2.7% | +61.0% | -63.7% | -3.9% |
| All | -2.7% | +63.2% | -65.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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