-48.1%
SMR vs AR
+60.8%
-108.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +1.1% |
| 7D | -2.8% | -5.8% | +3.0% | -0.4% |
| 30D | -27.5% | +4.8% | -32.3% | -29.0% |
| 3M | -43.1% | +1.5% | -44.6% | -43.8% |
| 6M | -58.4% | +4.7% | -63.1% | -60.1% |
| YTD | -63.2% | +9.2% | -72.4% | -66.3% |
| 1Y | -81.6% | +11.2% | -92.8% | -83.3% |
| 3Y | +149.8% | +46.2% | +103.5% | +111.6% |
| All | -48.1% | +60.8% | -108.9% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling