+95.0%
APLD vs SARO
-10.5%
+105.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -21.4% | +40.3% | -61.8% | -40.8% |
| 3M | -47.8% | +2.2% | -50.1% | -48.8% |
| 6M | -64.9% | +3.7% | -68.6% | -66.6% |
| YTD | -34.9% | -3.3% | -31.6% | -32.7% |
| 1Y | -30.7% | +8.4% | -39.2% | -33.8% |
| All | +95.0% | -10.5% | +105.5% | +118.6% |
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