-33.9%
ACM vs SARO
-21.1%
-12.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | -12.9% | -16.2% | +3.2% | -8.8% |
| 3M | -6.4% | -1.3% | -5.1% | -6.3% |
| 6M | -29.2% | -15.2% | -14.0% | -26.6% |
| YTD | -29.9% | -14.7% | -15.3% | -27.5% |
| 1Y | -47.3% | -9.1% | -38.2% | -46.5% |
| All | -33.9% | -21.1% | -12.8% | -33.2% |
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