-31.0%
AVAV vs SARO
-21.9%
-9.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -4.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -25.6% | -14.5% | -11.1% | -18.5% |
| 3M | -20.2% | -5.3% | -14.9% | -17.3% |
| 6M | -38.1% | -15.3% | -22.8% | -32.5% |
| YTD | -41.8% | -15.6% | -26.2% | -36.0% |
| 1Y | -39.0% | -9.1% | -30.0% | -35.4% |
| All | -31.0% | -21.9% | -9.1% | -29.8% |
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