-0.6%
ADP vs SARO
-22.5%
+21.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.9% |
| 7D | -2.8% | -3.1% | +0.4% | -2.5% |
| 30D | +0.2% | -12.2% | +12.5% | +1.3% |
| 3M | +20.5% | -7.4% | +27.8% | +20.8% |
| 6M | +28.8% | -15.3% | +44.0% | +30.3% |
| YTD | +6.6% | -16.2% | +22.8% | +7.9% |
| 1Y | -6.9% | -12.1% | +5.2% | -6.8% |
| All | -0.6% | -22.5% | +21.8% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling