-49.5%
SMR vs AR
+54.2%
-103.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.8% | +17.1% | +16.6% |
| 7D | -9.6% | -14.3% | +4.7% | -3.8% |
| 30D | -33.8% | +1.4% | -35.2% | -34.3% |
| 3M | -46.4% | +3.4% | -49.7% | -47.6% |
| 6M | -62.4% | -2.1% | -60.4% | -62.9% |
| YTD | -64.1% | +4.7% | -68.9% | -66.6% |
| 1Y | -84.3% | +10.6% | -94.9% | -85.8% |
| 3Y | +55.8% | +24.6% | +31.2% | +38.9% |
| All | -49.5% | +54.2% | -103.7% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling