-70.2%
SMR vs AA
+55.5%
-125.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.8% | -0.8% | -2.6% |
| 7D | +4.7% | -5.4% | +10.1% | +8.7% |
| 30D | +3.2% | -10.7% | +13.9% | +11.0% |
| 3M | +9.9% | -26.2% | +36.1% | +30.0% |
| 6M | -15.1% | -20.9% | +5.8% | -7.1% |
| YTD | -27.9% | -8.6% | -19.3% | -30.6% |
| 1Y | -70.2% | +57.4% | -127.6% | -78.4% |
| All | -70.2% | +55.5% | -125.8% | -78.4% |
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