+161.8%
APH vs SARO
-23.7%
+185.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -0.4% |
| 7D | -2.2% | -4.0% | +1.8% | -0.5% |
| 30D | -4.0% | -16.1% | +12.1% | +3.2% |
| 3M | +7.7% | -4.5% | +12.2% | +9.1% |
| 6M | +17.8% | -17.0% | +34.8% | +25.7% |
| YTD | +19.2% | -17.5% | +36.7% | +28.6% |
| 1Y | +35.7% | -12.3% | +48.0% | +42.1% |
| All | +161.8% | -23.7% | +185.5% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling