+65.2%
ALAB vs SARO
-7.4%
+72.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.3% |
| 7D | +7.2% | -0.8% | +8.0% | +7.8% |
| 30D | -2.5% | -20.0% | +17.5% | +12.0% |
| 3M | -13.3% | -2.9% | -10.4% | -11.7% |
| 6M | +172.8% | -17.7% | +190.5% | +210.4% |
| YTD | +86.6% | -13.5% | +100.1% | +106.8% |
| 1Y | +65.2% | -9.7% | +74.9% | +82.6% |
| All | +65.2% | -7.4% | +72.5% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling