-85.6%
SMR vs AR
+14.7%
-100.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | -5.3% |
| 7D | -9.5% | -11.1% | +1.6% | -11.1% |
| 30D | -33.2% | +7.9% | -41.1% | -32.2% |
| 3M | -45.9% | +4.9% | -50.8% | -45.0% |
| 6M | -57.9% | -5.3% | -52.6% | -56.9% |
| YTD | -63.8% | +8.6% | -72.4% | -63.8% |
| 1Y | -85.6% | +13.7% | -99.3% | -86.6% |
| All | -85.6% | +14.7% | -100.3% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling