+363.3%
ABCL vs SARO
-10.5%
+373.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -3.3% | +0.4% | -3.6% | -3.4% |
| 30D | -7.1% | +40.3% | -47.4% | -19.6% |
| 3M | +4.7% | +2.2% | +2.5% | +4.1% |
| 6M | +140.9% | +3.7% | +137.2% | +134.0% |
| YTD | +236.0% | -3.3% | +239.3% | +236.7% |
| 1Y | +217.4% | +8.4% | +209.0% | +205.1% |
| All | +363.3% | -10.5% | +373.9% | +312.0% |
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