+85.5%
ARM vs SARO
-23.7%
+109.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.5% | -2.4% |
| 7D | +4.8% | -4.0% | +8.8% | +7.3% |
| 30D | -5.5% | -16.1% | +10.7% | +4.6% |
| 3M | -17.3% | -4.5% | -12.8% | -14.5% |
| 6M | +110.9% | -17.0% | +127.9% | +132.0% |
| YTD | +132.5% | -17.5% | +150.1% | +155.8% |
| 1Y | +64.9% | -12.3% | +77.2% | +75.0% |
| All | +85.5% | -23.7% | +109.2% | +81.9% |
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