+463.0%
ALAB vs SARO
-23.7%
+486.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -3.8% |
| 7D | +0.6% | -4.0% | +4.6% | +3.5% |
| 30D | -8.8% | -16.1% | +7.3% | +2.1% |
| 3M | -14.0% | -4.5% | -9.5% | -11.1% |
| 6M | +144.3% | -17.0% | +161.3% | +171.7% |
| YTD | +71.0% | -17.5% | +88.6% | +93.0% |
| 1Y | +23.5% | -12.3% | +35.8% | +33.5% |
| All | +463.0% | -23.7% | +486.7% | +428.9% |
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