+4,419.4%
SMCI vs APD
+611.1%
+3,808.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +5.1% |
| 7D | +6.8% | -2.2% | +9.0% | +8.1% |
| 30D | +30.6% | +2.1% | +28.5% | +28.6% |
| 3M | -15.6% | +7.2% | -22.8% | -19.4% |
| 6M | +21.3% | +11.2% | +10.0% | +12.4% |
| YTD | +35.3% | +24.4% | +10.9% | +17.0% |
| 1Y | -2.7% | +6.7% | -9.4% | -9.1% |
| 3Y | +40.3% | +9.2% | +31.1% | +25.4% |
| 5Y | +941.8% | +27.4% | +914.5% | +729.0% |
| 10Y | +1,687.4% | +164.8% | +1,522.5% | +744.0% |
| All | +4,419.4% | +611.1% | +3,808.3% | +891.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling