+13.4%
BAM vs SARO
-20.0%
+33.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | -2.9% | -20.0% | +17.1% | +4.6% |
| 3M | +9.4% | -2.9% | +12.3% | +9.9% |
| 6M | +10.8% | -17.7% | +28.4% | +17.3% |
| YTD | -0.4% | -13.5% | +13.1% | +3.3% |
| 1Y | -10.9% | -9.7% | -1.1% | -9.4% |
| All | +13.4% | -20.0% | +33.4% | +12.0% |
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 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