+65.1%
ADI vs SARO
-21.9%
+87.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -4.6% | -14.5% | +9.9% | +0.8% |
| 3M | -9.5% | -5.3% | -4.2% | -8.2% |
| 6M | +14.8% | -15.3% | +30.1% | +20.4% |
| YTD | +35.8% | -15.6% | +51.4% | +41.1% |
| 1Y | +48.9% | -9.1% | +58.0% | +48.6% |
| All | +65.1% | -21.9% | +87.0% | +53.9% |
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