+165.3%
APH vs SARO
-21.9%
+187.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -3.0% | -14.5% | +11.5% | +3.5% |
| 3M | +5.7% | -5.3% | +11.1% | +7.5% |
| 6M | +20.0% | -15.3% | +35.3% | +27.0% |
| YTD | +20.8% | -15.6% | +36.3% | +29.0% |
| 1Y | +40.2% | -9.1% | +49.3% | +44.7% |
| All | +165.3% | -21.9% | +187.2% | +175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling