+37.9%
ALB vs SARO
-21.9%
+59.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -8.6% | +0.6% | -9.2% | -8.8% |
| 30D | -4.0% | -14.5% | +10.5% | +0.9% |
| 3M | -17.4% | -5.3% | -12.1% | -16.8% |
| 6M | -25.4% | -15.3% | -10.1% | -22.4% |
| YTD | -10.5% | -15.6% | +5.0% | -6.8% |
| 1Y | +75.8% | -9.1% | +84.9% | +77.4% |
| All | +37.9% | -21.9% | +59.7% | +18.6% |
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 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