+20.5%
AMCR vs SARO
-6.5%
+27.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.9% |
| 7D | -2.7% | +6.3% | -9.1% | -4.9% |
| 30D | +9.7% | +20.8% | -11.1% | +2.5% |
| 3M | -2.6% | -18.4% | +15.8% | +4.5% |
| 6M | +25.6% | +0.8% | +24.8% | +23.6% |
| YTD | +14.9% | -11.8% | +26.6% | +16.9% |
| 1Y | +20.5% | -7.3% | +27.8% | +23.1% |
| All | +20.5% | -6.5% | +27.1% | +23.1% |
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 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