-48.1%
ACN vs SARO
-23.7%
-24.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.6% |
| 7D | -7.9% | -4.0% | -3.9% | -7.3% |
| 30D | -1.1% | -16.1% | +15.1% | +1.6% |
| 3M | +5.6% | -4.5% | +10.1% | +5.3% |
| 6M | -9.9% | -17.0% | +7.1% | -7.8% |
| YTD | -32.3% | -17.5% | -14.8% | -30.5% |
| 1Y | -25.3% | -12.3% | -13.0% | -24.6% |
| All | -48.1% | -23.7% | -24.4% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling