+54.5%
ADI vs SARO
-10.7%
+65.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.2% | +4.5% |
| 7D | +4.6% | -3.1% | +7.7% | +5.3% |
| 30D | -1.2% | -12.2% | +11.1% | +1.9% |
| 3M | -7.8% | -7.4% | -0.5% | -6.3% |
| 6M | +19.3% | -15.3% | +34.6% | +22.8% |
| YTD | +40.9% | -16.2% | +57.1% | +42.5% |
| 1Y | +54.5% | -12.1% | +66.6% | +49.7% |
| All | +54.5% | -10.7% | +65.2% | +49.7% |
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