-23.6%
AMC vs SARO
-11.1%
-12.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.3% |
| 7D | +8.4% | +8.9% | -0.5% | +6.1% |
| 30D | +9.2% | +38.6% | -29.5% | +0.9% |
| 3M | +32.0% | +0.6% | +31.4% | +31.0% |
| 6M | +149.3% | +2.9% | +146.4% | +141.7% |
| YTD | +114.1% | -3.9% | +118.0% | +109.9% |
| 1Y | +35.8% | +4.6% | +31.2% | +30.6% |
| All | -23.6% | -11.1% | -12.5% | -28.0% |
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