+45.3%
ADM vs SARO
-10.7%
+56.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.1% |
| 7D | +2.5% | -3.1% | +5.6% | +2.4% |
| 30D | +9.5% | -12.2% | +21.7% | +8.9% |
| 3M | +10.6% | -7.4% | +18.0% | +10.1% |
| 6M | +24.0% | -15.3% | +39.3% | +22.9% |
| YTD | +54.0% | -16.2% | +70.1% | +53.7% |
| 1Y | +45.3% | -12.1% | +57.4% | +46.1% |
| All | +45.3% | -10.7% | +56.0% | +46.1% |
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 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