+16.5%
APH vs SARO
+5.2%
+11.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -2.0% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | -5.4% | +40.3% | -45.7% | -18.0% |
| 3M | -5.5% | +2.2% | -7.7% | -5.6% |
| 6M | +25.9% | +3.7% | +22.2% | +23.0% |
| YTD | +16.4% | -3.3% | +19.7% | +22.9% |
| 1Y | +16.5% | +8.4% | +8.1% | +15.3% |
| All | +16.5% | +5.2% | +11.3% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling