+0.3%
AGI vs SARO
-7.8%
+8.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +8.9% | +10.0% |
| 7D | -5.3% | +15.8% | -21.0% | -10.9% |
| 30D | -7.1% | +22.2% | -29.3% | -15.0% |
| 3M | +4.4% | -16.2% | +20.6% | +13.7% |
| 6M | -23.0% | +4.6% | -27.6% | -26.5% |
| YTD | -22.0% | -10.4% | -11.6% | -19.5% |
| 1Y | +0.3% | -6.5% | +6.8% | +1.7% |
| All | +0.3% | -7.8% | +8.1% | +1.7% |
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