-36.6%
APTV vs SARO
-17.8%
-18.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.0% | +2.9% |
| 7D | -1.8% | -4.0% | +2.2% | -1.4% |
| 30D | -7.9% | -16.1% | +8.2% | -6.5% |
| 3M | -29.9% | -4.5% | -25.4% | -30.1% |
| 6M | -36.6% | -17.0% | -19.5% | -34.6% |
| All | -36.6% | -17.8% | -18.8% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling