-87.9%
ADVB vs SARO
-12.4%
-75.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.8% |
| 7D | -5.9% | -4.0% | -1.8% | -4.8% |
| 30D | +13.9% | -16.1% | +30.0% | +19.6% |
| 3M | +127.3% | -4.5% | +131.9% | +129.4% |
| 6M | +77.0% | -17.0% | +94.0% | +86.7% |
| YTD | +51.5% | -17.5% | +69.1% | +57.3% |
| 1Y | -11.3% | -12.3% | +1.0% | -12.0% |
| All | -87.9% | -12.4% | -75.5% | -88.8% |
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