+11.1%
SMR vs AU
+418.2%
-407.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.4% | +15.7% |
| 7D | +21.4% | -0.3% | +21.7% | +21.4% |
| 30D | +13.8% | +12.8% | +1.1% | +8.0% |
| 3M | +3.9% | +28.5% | -24.6% | -6.8% |
| 6M | -4.2% | +4.8% | -9.0% | -7.3% |
| YTD | -21.1% | +31.0% | -52.1% | -30.4% |
| 1Y | -67.1% | +81.4% | -148.5% | -74.2% |
| 3Y | +88.9% | +618.4% | -529.6% | -13.0% |
| All | +11.1% | +418.2% | -407.1% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling