-81.6%
SMR vs APD
+22.2%
-103.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -27.5% | +11.0% | -38.5% | -26.9% |
| 3M | -43.1% | +1.3% | -44.5% | -43.0% |
| 6M | -58.4% | +6.4% | -64.8% | -57.9% |
| YTD | -63.2% | +28.9% | -92.1% | -63.9% |
| 1Y | -81.6% | +23.2% | -104.9% | -82.0% |
| All | -81.6% | +22.2% | -103.9% | -82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling