+45.4%
AME vs SARO
-22.5%
+67.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +2.8% |
| 7D | +1.7% | -3.1% | +4.8% | +2.7% |
| 30D | -6.4% | -12.2% | +5.8% | -2.8% |
| 3M | +7.1% | -7.4% | +14.4% | +9.2% |
| 6M | +8.2% | -15.3% | +23.4% | +12.5% |
| YTD | +18.2% | -16.2% | +34.3% | +22.9% |
| 1Y | +26.7% | -12.1% | +38.8% | +29.6% |
| All | +45.4% | -22.5% | +67.9% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling