-85.6%
SMR vs AU
+42.5%
-128.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.0% | -12.5% | -8.5% |
| 7D | -9.5% | +0.8% | -10.3% | -10.3% |
| 30D | -33.2% | -7.0% | -26.2% | -30.9% |
| 3M | -45.9% | +8.5% | -54.5% | -49.1% |
| 6M | -57.9% | -1.3% | -56.6% | -58.1% |
| YTD | -63.8% | +6.8% | -70.6% | -66.3% |
| 1Y | -85.6% | +44.6% | -130.2% | -88.4% |
| All | -85.6% | +42.5% | -128.1% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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