+471.6%
AMDL vs SARO
-12.1%
+483.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -4.2% |
| 7D | +20.7% | -4.0% | +24.7% | +25.9% |
| 30D | +9.4% | -16.1% | +25.6% | +31.8% |
| 3M | +5.6% | -4.5% | +10.2% | +13.7% |
| 6M | +340.3% | -17.0% | +357.3% | +429.5% |
| YTD | +253.6% | -17.5% | +271.2% | +341.9% |
| All | +471.6% | -12.1% | +483.7% | +594.9% |
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