-62.4%
SMR vs APD
+1.7%
-64.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.5% | +17.7% | +16.3% |
| 7D | -9.6% | -3.7% | -5.9% | -9.0% |
| 30D | -33.8% | +9.6% | -43.4% | -33.7% |
| 3M | -46.4% | +1.6% | -48.0% | -46.2% |
| 6M | -62.4% | +2.2% | -64.6% | -59.0% |
| All | -62.4% | +1.7% | -64.1% | -59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling