+345.6%
ABCL vs SARO
-21.9%
+367.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | -2.7% | +0.6% | -3.4% | -3.0% |
| 30D | +18.3% | -14.5% | +32.8% | +26.8% |
| 3M | +108.5% | -5.3% | +113.8% | +109.9% |
| 6M | +213.9% | -15.3% | +229.2% | +231.3% |
| YTD | +223.1% | -15.6% | +238.7% | +242.8% |
| 1Y | +160.6% | -9.1% | +169.7% | +170.5% |
| All | +345.6% | -21.9% | +367.4% | +319.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling