+90.9%
ARM vs SARO
-21.1%
+111.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.5% |
| 7D | +11.4% | +1.1% | +10.3% | +10.7% |
| 30D | -7.4% | -16.2% | +8.7% | +2.5% |
| 3M | -24.5% | -1.3% | -23.2% | -23.5% |
| 6M | +128.7% | -15.2% | +143.9% | +148.2% |
| YTD | +139.3% | -14.7% | +153.9% | +158.0% |
| 1Y | +88.0% | -9.1% | +97.0% | +95.4% |
| All | +90.9% | -21.1% | +111.9% | +83.5% |
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