-24.0%
AMRZ vs SARO
-11.3%
-12.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.2% |
| 7D | -8.1% | -4.0% | -4.1% | -6.3% |
| 30D | -14.8% | -16.1% | +1.3% | -7.6% |
| 3M | -19.7% | -4.5% | -15.2% | -17.8% |
| 6M | -30.8% | -17.0% | -13.8% | -25.3% |
| YTD | -24.3% | -17.5% | -6.8% | -18.1% |
| 1Y | -24.0% | -12.3% | -11.8% | -20.1% |
| All | -24.0% | -11.3% | -12.7% | -20.1% |
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