-23.1%
ACN vs SARO
-10.7%
-12.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.3% |
| 7D | -1.5% | -3.1% | +1.6% | -1.3% |
| 30D | +2.1% | -12.2% | +14.3% | +2.8% |
| 3M | +11.1% | -7.4% | +18.5% | +10.8% |
| 6M | -6.8% | -15.3% | +8.4% | -5.3% |
| YTD | -30.0% | -16.2% | -13.9% | -27.7% |
| 1Y | -23.1% | -12.1% | -11.0% | -21.4% |
| All | -23.1% | -10.7% | -12.5% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling