+39.5%
ABBV vs SARO
-22.5%
+62.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | +0.3% | -3.1% | +3.4% | +0.5% |
| 30D | +3.4% | -12.2% | +15.6% | +4.3% |
| 3M | +15.2% | -7.4% | +22.6% | +15.4% |
| 6M | +14.7% | -15.3% | +29.9% | +15.6% |
| YTD | +15.2% | -16.2% | +31.4% | +16.1% |
| 1Y | +20.4% | -12.1% | +32.5% | +20.5% |
| All | +39.5% | -22.5% | +62.0% | +35.7% |
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