-32.3%
ALC vs SARO
-23.7%
-8.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.3% |
| 7D | -7.7% | -4.0% | -3.7% | -7.0% |
| 30D | -11.7% | -16.1% | +4.5% | -9.0% |
| 3M | +0.7% | -4.5% | +5.2% | +0.8% |
| 6M | -17.1% | -17.0% | 0.0% | -14.9% |
| YTD | -15.1% | -17.5% | +2.4% | -13.1% |
| 1Y | -14.1% | -12.3% | -1.8% | -13.3% |
| All | -32.3% | -23.7% | -8.6% | -34.2% |
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