+300.8%
AMDL vs SARO
-22.5%
+323.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.2% | +3.1% |
| 7D | +15.9% | -3.1% | +19.0% | +19.8% |
| 30D | +10.5% | -12.2% | +22.7% | +27.7% |
| 3M | -4.7% | -7.4% | +2.6% | +4.6% |
| 6M | +355.2% | -15.3% | +370.4% | +436.8% |
| YTD | +270.9% | -16.2% | +287.0% | +351.1% |
| 1Y | +499.5% | -12.1% | +511.6% | +592.0% |
| All | +300.8% | -22.5% | +323.2% | +278.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling