+1,388.2%
ALM vs SARO
-21.1%
+1,409.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +9.6% |
| 7D | +8.4% | +1.1% | +7.3% | +7.7% |
| 30D | +34.8% | -16.2% | +51.0% | +48.6% |
| 3M | +16.2% | -1.3% | +17.5% | +16.1% |
| 6M | +2.1% | -15.2% | +17.4% | +10.6% |
| YTD | +117.0% | -14.7% | +131.7% | +132.5% |
| 1Y | +313.9% | -9.1% | +322.9% | +328.8% |
| All | +1,388.2% | -21.1% | +1,409.3% | +1,457.4% |
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 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