-73.1%
SMR vs AR
+22.7%
-95.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | +4.4% | +2.5% | +1.9% | +4.9% |
| 30D | +3.4% | +14.8% | -11.4% | +6.2% |
| 3M | -19.2% | +6.2% | -25.4% | -17.1% |
| 6M | -22.6% | +4.3% | -26.9% | -21.5% |
| YTD | -31.5% | +14.4% | -45.9% | -30.5% |
| 1Y | -73.1% | +21.3% | -94.4% | -71.4% |
| All | -73.1% | +22.7% | -95.7% | -71.4% |
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