+138.8%
AMAT vs SARO
-21.1%
+159.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.3% | +4.5% |
| 7D | +7.0% | +1.1% | +5.9% | +6.5% |
| 30D | -12.2% | -16.2% | +4.0% | -6.1% |
| 3M | -3.8% | -1.3% | -2.5% | -3.5% |
| 6M | +45.9% | -15.2% | +61.2% | +53.4% |
| YTD | +84.6% | -14.7% | +99.3% | +93.3% |
| 1Y | +193.4% | -9.1% | +202.4% | +198.6% |
| All | +138.8% | -21.1% | +159.9% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling