+48.8%
AAOI vs SARO
-6.5%
+55.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -1.6% | -19.3% | -20.4% |
| 7D | -40.8% | +6.3% | -47.1% | -41.9% |
| 30D | -64.0% | +20.8% | -84.8% | -66.5% |
| 3M | -63.5% | -18.4% | -45.1% | -60.0% |
| 6M | -74.0% | +0.8% | -74.8% | -74.2% |
| YTD | +34.5% | -11.8% | +46.3% | +13.0% |
| 1Y | +48.8% | -7.3% | +56.1% | +17.6% |
| All | +48.8% | -6.5% | +55.3% | +17.6% |
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