+79.3%
ADI vs SARO
-7.8%
+87.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.6% |
| 7D | -5.1% | +15.8% | -20.9% | -8.3% |
| 30D | -3.1% | +22.2% | -25.3% | -7.4% |
| 3M | +7.1% | -16.2% | +23.3% | +11.2% |
| 6M | +2.9% | +4.6% | -1.7% | +0.9% |
| YTD | +51.1% | -10.4% | +61.5% | +49.1% |
| 1Y | +79.3% | -6.5% | +85.8% | +74.7% |
| All | +79.3% | -7.8% | +87.1% | +74.7% |
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