-3.6%
SMR vs APTV
-62.7%
+59.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.9% |
| 7D | +4.4% | +4.8% | -0.4% | +2.1% |
| 30D | +3.4% | +2.0% | +1.4% | +2.3% |
| 3M | -19.2% | -34.2% | +15.1% | -2.3% |
| 6M | -22.6% | -34.7% | +12.0% | -6.8% |
| YTD | -31.5% | -37.0% | +5.4% | -16.4% |
| 1Y | -73.1% | -40.4% | -32.7% | -66.1% |
| 3Y | +55.0% | -54.1% | +109.1% | +101.4% |
| All | -3.6% | -62.7% | +59.2% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling