+56.4%
ARMK vs SARO
-22.5%
+78.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.5% | +2.8% |
| 7D | +3.1% | -3.1% | +6.2% | +3.9% |
| 30D | -2.8% | -12.2% | +9.4% | +0.1% |
| 3M | +7.6% | -7.4% | +14.9% | +8.9% |
| 6M | +47.9% | -15.3% | +63.2% | +52.1% |
| YTD | +60.0% | -16.2% | +76.2% | +64.3% |
| 1Y | +52.2% | -12.1% | +64.3% | +53.6% |
| All | +56.4% | -22.5% | +78.9% | +53.9% |
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