+5.0%
SMCI vs APD
+29.7%
-24.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -6.6% | +3.8% | -10.4% | -7.5% |
| 30D | -24.9% | +8.2% | -33.1% | -26.6% |
| 3M | -31.4% | +4.3% | -35.7% | -32.3% |
| 6M | -16.0% | +4.7% | -20.7% | -17.5% |
| YTD | -8.2% | +31.5% | -39.7% | -17.2% |
| 1Y | -23.4% | +23.5% | -47.0% | -29.5% |
| 3Y | +5.0% | +29.1% | -24.1% | -3.0% |
| All | +5.0% | +29.7% | -24.7% | -3.0% |
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