-29.7%
ALC vs SARO
-21.1%
-8.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -3.7% | +1.1% | -4.7% | -3.8% |
| 30D | -3.7% | -16.2% | +12.4% | -0.8% |
| 3M | +4.6% | -1.3% | +5.8% | +4.1% |
| 6M | -14.6% | -15.2% | +0.6% | -12.7% |
| YTD | -11.9% | -14.7% | +2.8% | -10.3% |
| 1Y | -13.1% | -9.1% | -4.1% | -12.9% |
| All | -29.7% | -21.1% | -8.6% | -32.1% |
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