+68.6%
AFRM vs SARO
-11.1%
+79.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -0.2% |
| 7D | -5.5% | +8.9% | -14.4% | -11.3% |
| 30D | -15.5% | +38.6% | -54.1% | -33.3% |
| 3M | -10.3% | +0.6% | -10.9% | -11.4% |
| 6M | +0.6% | +2.9% | -2.2% | -3.7% |
| YTD | -11.5% | -3.9% | -7.6% | -11.6% |
| 1Y | -16.6% | +4.6% | -21.2% | -22.4% |
| All | +68.6% | -11.1% | +79.7% | +56.4% |
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