+41.8%
ALM vs SARO
-7.8%
+49.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | 0.0% |
| 7D | -6.4% | +15.8% | -22.1% | -14.8% |
| 30D | -35.0% | +22.2% | -57.2% | -42.9% |
| 3M | -33.8% | -16.2% | -17.6% | -25.8% |
| 6M | -55.0% | +4.6% | -59.6% | -58.1% |
| YTD | -0.2% | -10.4% | +10.1% | -1.0% |
| 1Y | +41.8% | -6.5% | +48.3% | +34.7% |
| All | +41.8% | -7.8% | +49.6% | +34.7% |
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