+40.4%
SMCI vs APD
+6.4%
+34.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +5.2% | -4.6% | +9.8% | +6.7% |
| 30D | +23.7% | -4.2% | +27.9% | +25.1% |
| 3M | -4.2% | +5.0% | -9.2% | -6.0% |
| 6M | +21.7% | +8.9% | +12.8% | +17.1% |
| YTD | +33.0% | +21.9% | +11.1% | +22.9% |
| 1Y | -9.3% | +5.6% | -14.9% | -11.5% |
| All | +40.4% | +6.4% | +34.0% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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