-12.1%
AMC vs SARO
-10.7%
-1.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | -7.2% | -3.1% | -4.1% | -6.4% |
| 30D | -2.8% | -12.2% | +9.5% | +0.5% |
| 3M | +7.9% | -7.4% | +15.3% | +7.4% |
| 6M | +119.6% | -15.3% | +134.9% | +119.9% |
| YTD | +57.7% | -16.2% | +73.9% | +56.9% |
| 1Y | -12.1% | -12.1% | 0.0% | -14.3% |
| All | -12.1% | -10.7% | -1.5% | -14.3% |
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