+74.5%
AFRM vs SARO
-21.9%
+96.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -4.7% |
| 7D | -8.0% | +0.6% | -8.6% | -8.4% |
| 30D | -9.8% | -14.5% | +4.7% | +0.8% |
| 3M | +4.7% | -5.3% | +10.0% | +7.7% |
| 6M | +34.1% | -15.3% | +49.4% | +48.6% |
| YTD | -8.4% | -15.6% | +7.1% | +1.0% |
| 1Y | -22.9% | -9.1% | -13.8% | -20.6% |
| All | +74.5% | -21.9% | +96.4% | +78.8% |
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 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