+170.0%
APH vs SARO
-20.0%
+190.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +5.0% | -0.8% | +5.8% | +5.3% |
| 30D | -3.9% | -20.0% | +16.1% | +5.4% |
| 3M | +13.0% | -2.9% | +15.9% | +13.6% |
| 6M | +25.2% | -17.7% | +42.8% | +34.3% |
| YTD | +22.9% | -13.5% | +36.4% | +30.0% |
| 1Y | +47.8% | -9.7% | +57.6% | +52.9% |
| All | +170.0% | -20.0% | +190.0% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling