-48.1%
SMR vs APA
+44.5%
-92.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | -2.8% | -5.5% | +2.8% | -1.4% |
| 30D | -27.5% | -1.2% | -26.3% | -27.4% |
| 3M | -43.1% | +10.6% | -53.7% | -44.7% |
| 6M | -58.4% | +28.4% | -86.8% | -61.6% |
| YTD | -63.2% | +89.7% | -152.9% | -71.0% |
| 1Y | -81.6% | +90.6% | -172.2% | -85.6% |
| 3Y | +149.8% | +36.9% | +112.9% | +104.5% |
| All | -48.1% | +44.5% | -92.6% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling