+32.2%
AA vs SARO
-21.9%
+54.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.5% |
| 7D | -0.6% | +0.6% | -1.3% | -0.9% |
| 30D | -1.6% | -14.5% | +13.0% | +4.8% |
| 3M | -29.8% | -5.3% | -24.5% | -28.8% |
| 6M | -16.6% | -15.3% | -1.3% | -12.1% |
| YTD | -4.0% | -15.6% | +11.5% | +0.6% |
| 1Y | +63.5% | -9.1% | +72.6% | +64.8% |
| All | +32.2% | -21.9% | +54.0% | +19.9% |
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