+316.4%
ALM vs SARO
-7.4%
+323.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -2.6% | -0.8% | -1.8% | -2.1% |
| 30D | +32.0% | -20.0% | +52.0% | +54.0% |
| 3M | -15.0% | -2.9% | -12.1% | -14.7% |
| 6M | -10.1% | -17.7% | +7.5% | +2.1% |
| YTD | +99.4% | -13.5% | +112.9% | +108.2% |
| 1Y | +316.4% | -9.7% | +326.1% | +312.8% |
| All | +316.4% | -7.4% | +323.7% | +312.8% |
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