-70.1%
ADVB vs SARO
+1.4%
-71.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +10.1% |
| 7D | +10.5% | +11.8% | -1.3% | +13.3% |
| 30D | -56.0% | +44.3% | -100.4% | -49.6% |
| 3M | -70.1% | +1.9% | -72.1% | -54.9% |
| All | -70.1% | +1.4% | -71.6% | -54.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling