-52.4%
ALHC vs SARO
-7.8%
-44.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +1.9% | +8.2% | +9.6% |
| 7D | -0.5% | +15.8% | -16.2% | -5.0% |
| 30D | -4.2% | +22.2% | -26.4% | -10.3% |
| 3M | -39.8% | -16.2% | -23.6% | -36.0% |
| 6M | -57.7% | +4.6% | -62.3% | -57.8% |
| YTD | -58.8% | -10.4% | -48.4% | -57.6% |
| 1Y | -52.4% | -6.5% | -45.9% | -51.4% |
| All | -52.4% | -7.8% | -44.6% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling