-53.7%
SMR vs APTV
-69.9%
+16.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.2% |
| 7D | -8.3% | -1.7% | -6.5% | -7.4% |
| 30D | -20.1% | -11.6% | -8.5% | -15.5% |
| 3M | -52.7% | -21.2% | -31.5% | -47.5% |
| 6M | -61.0% | -28.5% | -32.5% | -55.5% |
| YTD | -67.1% | -49.1% | -18.0% | -55.9% |
| 1Y | -79.9% | -52.2% | -27.7% | -72.2% |
| 3Y | +101.7% | -48.6% | +150.4% | +166.5% |
| All | -53.7% | -69.9% | +16.2% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling