+67.6%
AS vs SARO
-21.9%
+89.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -23.2% | -14.5% | -8.7% | -18.3% |
| 3M | -20.1% | -5.3% | -14.8% | -18.9% |
| 6M | -18.5% | -15.3% | -3.2% | -14.2% |
| YTD | -25.6% | -15.6% | -10.1% | -21.5% |
| 1Y | -24.4% | -9.1% | -15.3% | -22.7% |
| All | +67.6% | -21.9% | +89.5% | +51.0% |
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