+7.5%
SMR vs APD
+40.4%
-32.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | +13.1% | -4.6% | +17.7% | +15.4% |
| 30D | +17.8% | -4.2% | +22.0% | +19.9% |
| 3M | +8.1% | +5.0% | +3.1% | +4.9% |
| 6M | -11.1% | +8.9% | -20.0% | -16.0% |
| YTD | -23.7% | +21.9% | -45.6% | -32.6% |
| 1Y | -69.4% | +5.6% | -75.0% | -70.9% |
| 3Y | +82.6% | +6.9% | +75.7% | +69.9% |
| All | +7.5% | +40.4% | -32.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling