+211.4%
APP vs SARO
-10.5%
+222.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.5% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +56.0% | +40.3% | +15.7% | +26.8% |
| 3M | +30.8% | +2.2% | +28.6% | +28.6% |
| 6M | -9.8% | +3.7% | -13.5% | -12.3% |
| YTD | -39.3% | -3.3% | -36.0% | -38.6% |
| 1Y | -26.4% | +8.4% | -34.8% | -31.5% |
| All | +211.4% | -10.5% | +222.0% | +185.6% |
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 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