+4.4%
BAM vs SARO
-7.8%
+12.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.5% |
| 7D | +14.2% | +15.8% | -1.5% | +8.8% |
| 30D | +21.0% | +22.2% | -1.2% | +13.1% |
| 3M | +5.2% | -16.2% | +21.4% | +10.7% |
| 6M | +16.0% | +4.6% | +11.4% | +12.1% |
| YTD | +6.5% | -10.4% | +16.8% | +7.4% |
| 1Y | +4.4% | -6.5% | +10.9% | +3.0% |
| All | +4.4% | -7.8% | +12.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling