-41.7%
AVTR vs SARO
-23.7%
-18.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -2.0% | -4.0% | +2.0% | -1.0% |
| 30D | +8.1% | -16.1% | +24.2% | +12.9% |
| 3M | +54.2% | -4.5% | +58.7% | +53.8% |
| 6M | +82.6% | -17.0% | +99.6% | +89.2% |
| YTD | +29.8% | -17.5% | +47.4% | +35.0% |
| 1Y | +18.0% | -12.3% | +30.3% | +20.3% |
| All | -41.7% | -23.7% | -18.0% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling