+217.8%
AG vs SARO
-23.7%
+241.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -3.7% |
| 7D | -5.8% | -4.0% | -1.8% | -3.9% |
| 30D | +6.4% | -16.1% | +22.5% | +15.6% |
| 3M | +28.4% | -4.5% | +32.9% | +30.2% |
| 6M | -24.5% | -17.0% | -7.4% | -18.3% |
| YTD | +21.2% | -17.5% | +38.7% | +32.3% |
| 1Y | +114.1% | -12.3% | +126.4% | +127.4% |
| All | +217.8% | -23.7% | +241.5% | +170.9% |
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