-15.7%
ADSK vs SARO
-14.9%
-0.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.5% |
| 7D | -2.5% | -3.1% | +0.6% | -2.7% |
| 30D | -14.9% | -12.2% | -2.6% | -15.6% |
| 3M | +3.3% | -7.4% | +10.7% | +3.2% |
| 6M | -15.7% | -15.3% | -0.4% | -14.7% |
| All | -15.7% | -14.9% | -0.7% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling