-42.4%
AVAV vs SARO
-10.5%
-31.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -3.1% |
| 7D | +4.2% | +0.4% | +3.9% | +4.2% |
| 30D | -2.6% | +40.3% | -42.9% | -19.2% |
| 3M | -38.0% | +2.2% | -40.2% | -38.7% |
| 6M | -27.0% | +3.7% | -30.7% | -28.5% |
| YTD | -51.4% | -3.3% | -48.1% | -50.6% |
| 1Y | -60.2% | +8.4% | -68.6% | -61.9% |
| All | -42.4% | -10.5% | -31.8% | -45.8% |
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