-88.4%
ADVB vs SARO
-10.3%
-78.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.1% |
| 7D | -13.0% | +0.6% | -13.6% | -13.2% |
| 30D | +7.5% | -14.5% | +22.0% | +12.3% |
| 3M | +129.1% | -5.3% | +134.4% | +131.3% |
| 6M | +71.7% | -15.3% | +87.0% | +80.2% |
| YTD | +45.5% | -15.6% | +61.1% | +50.1% |
| 1Y | -2.7% | -9.1% | +6.3% | -4.7% |
| All | -88.4% | -10.3% | -78.1% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling