-32.8%
ALC vs SARO
-22.5%
-10.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -6.3% | -3.1% | -3.2% | -5.8% |
| 30D | -10.3% | -12.2% | +2.0% | -8.2% |
| 3M | -0.7% | -7.4% | +6.6% | +0.1% |
| 6M | -17.8% | -15.3% | -2.6% | -16.0% |
| YTD | -15.8% | -16.2% | +0.4% | -14.0% |
| 1Y | -16.7% | -12.1% | -4.6% | -16.0% |
| All | -32.8% | -22.5% | -10.4% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling