-73.1%
SMR vs APTV
-39.9%
-33.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -2.3% |
| 7D | +4.4% | +4.8% | -0.4% | +1.5% |
| 30D | +3.4% | +2.0% | +1.4% | +2.0% |
| 3M | -19.2% | -34.2% | +15.1% | +6.8% |
| 6M | -22.6% | -34.7% | +12.0% | -0.3% |
| YTD | -31.5% | -37.0% | +5.4% | -13.9% |
| 1Y | -73.1% | -40.4% | -32.7% | -61.9% |
| All | -73.1% | -39.9% | -33.2% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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