+51.6%
ARMK vs SARO
-23.7%
+75.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -0.9% | -4.0% | +3.1% | 0.0% |
| 30D | -5.9% | -16.1% | +10.2% | -2.1% |
| 3M | +6.7% | -4.5% | +11.2% | +7.2% |
| 6M | +42.5% | -17.0% | +59.6% | +47.3% |
| YTD | +55.1% | -17.5% | +72.7% | +59.9% |
| 1Y | +50.3% | -12.3% | +62.6% | +51.6% |
| All | +51.6% | -23.7% | +75.3% | +49.8% |
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