+132.2%
APP vs SARO
-21.9%
+154.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -4.4% | +0.6% | -5.0% | -4.8% |
| 30D | -10.0% | -14.5% | +4.5% | -1.1% |
| 3M | -41.4% | -5.3% | -36.1% | -39.2% |
| 6M | -41.0% | -15.3% | -25.7% | -35.2% |
| YTD | -54.7% | -15.6% | -39.2% | -50.2% |
| 1Y | -45.3% | -9.1% | -36.3% | -43.3% |
| All | +132.2% | -21.9% | +154.1% | +131.7% |
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