+208.5%
AG vs SARO
-22.5%
+231.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -3.7% |
| 7D | -6.7% | -3.1% | -3.6% | -5.3% |
| 30D | +2.2% | -12.2% | +14.4% | +8.6% |
| 3M | +15.7% | -7.4% | +23.1% | +19.1% |
| 6M | -23.8% | -15.3% | -8.5% | -18.5% |
| YTD | +17.6% | -16.2% | +33.8% | +27.3% |
| 1Y | +88.6% | -12.1% | +100.7% | +99.6% |
| All | +208.5% | -22.5% | +231.0% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling