+82.6%
SMR vs AA
+82.1%
+0.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.0% |
| 7D | +13.1% | -0.6% | +13.7% | +13.8% |
| 30D | +17.8% | -1.6% | +19.3% | +19.6% |
| 3M | +8.1% | -29.8% | +37.9% | +35.3% |
| 6M | -11.1% | -16.6% | +5.5% | -3.8% |
| YTD | -23.7% | -4.0% | -19.7% | -25.2% |
| 1Y | -69.4% | +63.5% | -132.9% | -79.7% |
| All | +82.6% | +82.1% | +0.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling