+32.9%
ABNB vs SARO
-23.7%
+56.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | -9.5% | -4.0% | -5.5% | -8.5% |
| 30D | -9.4% | -16.1% | +6.8% | -5.3% |
| 3M | +29.9% | -4.5% | +34.4% | +30.0% |
| 6M | +26.6% | -17.0% | +43.6% | +31.3% |
| YTD | +23.5% | -17.5% | +41.1% | +28.1% |
| 1Y | +35.8% | -12.3% | +48.1% | +37.7% |
| All | +32.9% | -23.7% | +56.6% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling