-3.6%
SMR vs AA
-32.6%
+29.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | +4.4% | -0.7% | +5.1% | +4.8% |
| 30D | +3.4% | +5.0% | -1.6% | +1.1% |
| 3M | -19.2% | -35.8% | +16.7% | +0.3% |
| 6M | -22.6% | -18.4% | -4.3% | -16.4% |
| YTD | -31.5% | -5.5% | -26.1% | -31.0% |
| 1Y | -73.1% | +61.0% | -134.0% | -79.1% |
| 3Y | +55.0% | +66.2% | -11.3% | +16.5% |
| All | -3.6% | -32.6% | +29.1% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling