-20.3%
AMRZ vs SARO
-5.9%
-14.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.3% |
| 7D | -4.0% | +8.9% | -13.0% | -7.6% |
| 30D | +12.4% | +38.6% | -26.2% | -2.4% |
| 3M | -11.5% | +0.6% | -12.1% | -12.4% |
| 6M | -21.6% | +2.9% | -24.5% | -23.3% |
| YTD | -23.4% | -3.9% | -19.5% | -23.3% |
| 1Y | -17.2% | +4.6% | -21.7% | -18.4% |
| All | -20.3% | -5.9% | -14.4% | -23.2% |
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 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