+6.2%
ACGL vs SARO
-11.3%
+17.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -3.6% | -4.0% | +0.4% | -3.6% |
| 30D | -2.1% | -16.1% | +14.0% | -2.1% |
| 3M | +5.4% | -4.5% | +9.9% | +5.6% |
| 6M | 0.0% | -17.0% | +17.1% | -0.7% |
| YTD | +0.3% | -17.5% | +17.8% | -1.0% |
| 1Y | +6.2% | -12.3% | +18.5% | +5.5% |
| All | +6.2% | -11.3% | +17.5% | +5.5% |
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