-17.7%
AMT vs SARO
-22.5%
+4.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.7% |
| 7D | +1.1% | -3.1% | +4.2% | +1.3% |
| 30D | +4.4% | -12.2% | +16.6% | +4.9% |
| 3M | -5.2% | -7.4% | +2.2% | -5.4% |
| 6M | -0.8% | -15.3% | +14.4% | -0.7% |
| YTD | +3.3% | -16.2% | +19.5% | +3.6% |
| 1Y | -6.0% | -12.1% | +6.1% | -6.0% |
| All | -17.7% | -22.5% | +4.7% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling