+282.1%
AMDL vs SARO
-23.7%
+305.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -4.1% |
| 7D | +20.7% | -4.0% | +24.7% | +26.1% |
| 30D | +9.4% | -16.1% | +25.6% | +32.4% |
| 3M | +5.6% | -4.5% | +10.2% | +13.0% |
| 6M | +340.3% | -17.0% | +357.3% | +431.1% |
| YTD | +253.6% | -17.5% | +271.2% | +337.6% |
| 1Y | +443.4% | -12.3% | +455.7% | +527.4% |
| All | +282.1% | -23.7% | +305.9% | +266.9% |
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 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