-44.5%
APP vs SARO
-11.3%
-33.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +4.2% |
| 7D | +0.3% | -4.0% | +4.3% | +2.2% |
| 30D | -1.3% | -16.1% | +14.8% | +7.3% |
| 3M | -36.2% | -4.5% | -31.7% | -33.7% |
| 6M | -34.1% | -17.0% | -17.1% | -26.8% |
| YTD | -53.3% | -17.5% | -35.8% | -47.7% |
| 1Y | -44.5% | -12.3% | -32.3% | -40.4% |
| All | -44.5% | -11.3% | -33.2% | -40.4% |
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 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