+921.6%
SMCI vs APD
+24.4%
+897.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.8% |
| 7D | -1.3% | -3.5% | +2.2% | +0.2% |
| 30D | +18.3% | -5.1% | +23.4% | +20.7% |
| 3M | +27.7% | +6.9% | +20.8% | +23.1% |
| 6M | +17.6% | +8.1% | +9.5% | +12.2% |
| YTD | +27.7% | +21.2% | +6.5% | +15.4% |
| 1Y | -14.9% | +4.9% | -19.7% | -18.0% |
| 3Y | +33.2% | +6.3% | +26.9% | +26.6% |
| 5Y | +921.6% | +24.3% | +897.3% | +731.5% |
| All | +921.6% | +24.4% | +897.2% | +731.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling