+374.7%
AMDL vs SARO
-7.4%
+382.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.5% |
| 7D | +4.5% | -0.8% | +5.3% | +5.4% |
| 30D | -4.4% | -20.0% | +15.6% | +21.2% |
| 3M | -30.5% | -2.9% | -27.6% | -27.1% |
| 6M | +300.9% | -17.7% | +318.5% | +393.3% |
| YTD | +219.9% | -13.5% | +233.4% | +280.4% |
| 1Y | +374.7% | -9.7% | +384.4% | +439.4% |
| All | +374.7% | -7.4% | +382.1% | +439.4% |
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 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