-49.5%
SMR vs APD
+45.0%
-94.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.5% | +17.7% | +16.9% |
| 7D | -9.6% | -3.7% | -5.9% | -8.0% |
| 30D | -33.8% | +9.6% | -43.4% | -36.6% |
| 3M | -46.4% | +1.6% | -48.0% | -46.9% |
| 6M | -62.4% | +2.2% | -64.6% | -63.0% |
| YTD | -64.1% | +25.9% | -90.0% | -68.8% |
| 1Y | -84.3% | +20.1% | -104.5% | -86.1% |
| 3Y | +55.8% | +12.4% | +43.4% | +41.5% |
| All | -49.5% | +45.0% | -94.5% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling