-11.1%
ACGL vs SARO
-21.9%
+10.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -2.1% | +0.6% | -2.8% | -2.2% |
| 30D | -2.2% | -14.5% | +12.3% | -0.3% |
| 3M | +6.3% | -5.3% | +11.6% | +6.7% |
| 6M | +0.5% | -15.3% | +15.8% | +2.1% |
| YTD | +0.2% | -15.6% | +15.8% | +1.2% |
| 1Y | +7.3% | -9.1% | +16.3% | +6.4% |
| All | -11.1% | -21.9% | +10.7% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling