-98.1%
AMIX vs SARO
-21.1%
-77.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.9% |
| 7D | -3.4% | +1.1% | -4.4% | -4.2% |
| 30D | -54.4% | -16.2% | -38.2% | -47.1% |
| 3M | -45.7% | -1.3% | -44.5% | -41.7% |
| 6M | -49.2% | -15.2% | -33.9% | -41.7% |
| YTD | -60.3% | -14.7% | -45.7% | -55.0% |
| 1Y | -81.4% | -9.1% | -72.3% | -79.5% |
| All | -98.1% | -21.1% | -77.1% | -97.8% |
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