-87.7%
ADVB vs SARO
-9.4%
-78.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.4% |
| 7D | -14.0% | +1.1% | -15.1% | -14.3% |
| 30D | +41.0% | -16.2% | +57.1% | +47.8% |
| 3M | +127.9% | -1.3% | +129.2% | +127.5% |
| 6M | +101.3% | -15.2% | +116.6% | +111.3% |
| YTD | +53.8% | -14.7% | +68.4% | +58.1% |
| 1Y | +4.4% | -9.1% | +13.5% | +2.6% |
| All | -87.7% | -9.4% | -78.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling