-14.4%
SMR vs APTV
-64.6%
+50.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.3% | -15.5% |
| 7D | -11.2% | -5.0% | -6.2% | -9.5% |
| 30D | -10.2% | -6.1% | -4.2% | -8.0% |
| 3M | -10.0% | -33.0% | +23.0% | +6.7% |
| 6M | -30.5% | -35.2% | +4.8% | -16.2% |
| YTD | -39.2% | -40.1% | +0.9% | -24.3% |
| 1Y | -75.5% | -45.6% | -29.9% | -68.1% |
| 3Y | +45.4% | -54.4% | +99.8% | +90.9% |
| All | -14.4% | -64.6% | +50.2% | +9.4% |
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