+471.5%
ALAB vs SARO
-21.1%
+492.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.6% | -6.0% |
| 7D | +3.2% | +1.1% | +2.1% | +2.6% |
| 30D | -13.6% | -16.2% | +2.6% | -3.1% |
| 3M | -16.6% | -1.3% | -15.3% | -15.7% |
| 6M | +142.3% | -15.2% | +157.6% | +165.9% |
| YTD | +73.6% | -14.7% | +88.3% | +91.5% |
| 1Y | +33.7% | -9.1% | +42.7% | +41.2% |
| All | +471.5% | -21.1% | +492.6% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling