+101.7%
SMR vs AR
+48.6%
+53.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -8.3% | +7.4% | -15.6% | -11.6% |
| 30D | -20.1% | +5.8% | -25.8% | -22.7% |
| 3M | -52.7% | +5.2% | -57.9% | -54.4% |
| 6M | -61.0% | +5.4% | -66.5% | -63.3% |
| YTD | -67.1% | +12.4% | -79.5% | -71.6% |
| 1Y | -79.9% | +12.8% | -92.7% | -82.7% |
| 3Y | +101.7% | +47.2% | +54.5% | +99.1% |
| All | +101.7% | +48.6% | +53.1% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling