-69.4%
SMR vs APD
+5.1%
-74.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.5% |
| 7D | +13.1% | -4.6% | +17.7% | +12.1% |
| 30D | +17.8% | -4.2% | +22.0% | +16.8% |
| 3M | +8.1% | +5.0% | +3.1% | +9.4% |
| 6M | -11.1% | +8.9% | -20.0% | -9.1% |
| YTD | -23.7% | +21.9% | -45.6% | -20.5% |
| 1Y | -69.4% | +5.6% | -75.0% | -61.5% |
| All | -69.4% | +5.1% | -74.5% | -61.5% |
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