+82.6%
SMR vs APTV
-56.4%
+139.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.7% |
| 7D | +13.1% | -1.2% | +14.2% | +13.2% |
| 30D | +17.8% | -10.6% | +28.4% | +25.5% |
| 3M | +8.1% | -35.0% | +43.1% | +39.1% |
| 6M | -11.1% | -38.9% | +27.8% | +18.6% |
| YTD | -23.7% | -41.5% | +17.8% | +4.0% |
| 1Y | -69.4% | -45.8% | -23.6% | -55.9% |
| All | +82.6% | -56.4% | +139.0% | +207.5% |
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