+339.1%
ABCL vs SARO
-22.5%
+361.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.3% |
| 7D | -4.7% | -3.1% | -1.6% | -3.3% |
| 30D | +5.2% | -12.2% | +17.4% | +11.6% |
| 3M | +106.6% | -7.4% | +114.0% | +110.4% |
| 6M | +198.4% | -15.3% | +213.6% | +215.1% |
| YTD | +218.4% | -16.2% | +234.6% | +239.2% |
| 1Y | +136.2% | -12.1% | +148.3% | +147.7% |
| All | +339.1% | -22.5% | +361.6% | +315.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling