-35.0%
APTV vs SARO
-22.5%
-12.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.8% |
| 7D | -5.0% | -3.1% | -1.9% | -4.2% |
| 30D | -6.1% | -12.2% | +6.2% | -2.8% |
| 3M | -33.0% | -7.4% | -25.6% | -32.2% |
| 6M | -35.2% | -15.3% | -20.0% | -33.2% |
| YTD | -40.1% | -16.2% | -24.0% | -38.1% |
| 1Y | -45.6% | -12.1% | -33.5% | -44.9% |
| All | -35.0% | -22.5% | -12.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling