-79.9%
SMR vs APA
+107.6%
-187.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -5.0% | -3.0% |
| 7D | -8.3% | +8.5% | -16.8% | -6.9% |
| 30D | -20.1% | +2.8% | -22.8% | -19.6% |
| 3M | -52.7% | +21.7% | -74.4% | -50.1% |
| 6M | -61.0% | +32.6% | -93.7% | -57.5% |
| YTD | -67.1% | +103.7% | -170.8% | -72.9% |
| 1Y | -79.9% | +101.8% | -181.7% | -83.4% |
| All | -79.9% | +107.6% | -187.5% | -83.4% |
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