+286.1%
AMDL vs SARO
-21.1%
+307.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.0% | +13.2% |
| 7D | +19.9% | +1.1% | +18.9% | +18.3% |
| 30D | +6.3% | -16.2% | +22.4% | +28.7% |
| 3M | -9.9% | -1.3% | -8.6% | -7.1% |
| 6M | +394.3% | -15.2% | +409.5% | +482.1% |
| YTD | +257.3% | -14.7% | +272.0% | +326.0% |
| 1Y | +508.5% | -9.1% | +517.6% | +575.4% |
| All | +286.1% | -21.1% | +307.2% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling