-70.2%
SMR vs AR
+22.8%
-93.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.5% |
| 7D | +4.7% | -1.3% | +6.0% | +4.5% |
| 30D | +3.2% | +3.5% | -0.3% | +4.0% |
| 3M | +9.9% | +9.9% | 0.0% | +12.8% |
| 6M | -15.1% | +4.5% | -19.7% | -14.0% |
| YTD | -27.9% | +13.7% | -41.6% | -27.0% |
| 1Y | -70.2% | +19.2% | -89.5% | -69.0% |
| All | -70.2% | +22.8% | -93.1% | -69.0% |
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