+101.7%
SMR vs APTV
-48.7%
+150.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.2% |
| 7D | -8.3% | -1.7% | -6.5% | -7.2% |
| 30D | -20.1% | -11.6% | -8.5% | -14.0% |
| 3M | -52.7% | -21.2% | -31.5% | -45.7% |
| 6M | -61.0% | -28.5% | -32.5% | -53.9% |
| YTD | -67.1% | -49.1% | -18.0% | -51.2% |
| 1Y | -79.9% | -52.2% | -27.7% | -68.8% |
| 3Y | +101.7% | -48.6% | +150.4% | +169.4% |
| All | +101.7% | -48.7% | +150.5% | +169.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling