+1,105.7%
ALM vs SARO
-22.5%
+1,128.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.2% | -7.5% |
| 7D | -11.8% | -3.1% | -8.7% | -10.2% |
| 30D | +7.8% | -12.2% | +20.0% | +15.8% |
| 3M | -9.3% | -7.4% | -1.9% | -5.9% |
| 6M | -30.5% | -15.3% | -15.2% | -24.6% |
| YTD | +75.8% | -16.2% | +92.0% | +90.4% |
| 1Y | +241.2% | -12.1% | +253.3% | +260.0% |
| All | +1,105.7% | -22.5% | +1,128.1% | +1,175.4% |
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 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