-36.4%
ACM vs SARO
-22.5%
-13.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -4.6% | -3.1% | -1.5% | -3.8% |
| 30D | +4.1% | -12.2% | +16.3% | +7.6% |
| 3M | -8.3% | -7.4% | -0.9% | -6.7% |
| 6M | -30.1% | -15.3% | -14.8% | -27.5% |
| YTD | -32.6% | -16.2% | -16.4% | -29.9% |
| 1Y | -49.6% | -12.1% | -37.5% | -48.3% |
| All | -36.4% | -22.5% | -13.9% | -35.5% |
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 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