+222.0%
APLD vs SARO
-20.0%
+241.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.8% |
| 30D | -11.7% | -20.0% | +8.3% | +6.3% |
| 3M | -40.3% | -2.9% | -37.4% | -39.4% |
| 6M | -8.0% | -17.7% | +9.7% | +7.0% |
| YTD | +7.5% | -13.5% | +21.0% | +21.9% |
| 1Y | +84.0% | -9.7% | +93.7% | +103.3% |
| All | +222.0% | -20.0% | +241.9% | +296.0% |
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