-73.1%
SMR vs APA
+94.6%
-167.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -1.4% |
| 7D | +4.4% | +0.5% | +3.9% | +4.6% |
| 30D | +3.4% | +23.4% | -20.0% | +10.0% |
| 3M | -19.2% | +12.7% | -31.9% | -14.8% |
| 6M | -22.6% | +39.4% | -62.1% | -21.2% |
| YTD | -31.5% | +79.0% | -110.5% | -31.0% |
| 1Y | -73.1% | +88.8% | -161.9% | -71.7% |
| All | -73.1% | +94.6% | -167.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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