-14.3%
AJG vs SARO
-22.5%
+8.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | -8.3% | -3.1% | -5.2% | -8.0% |
| 30D | -5.7% | -12.2% | +6.6% | -4.5% |
| 3M | +9.1% | -7.4% | +16.4% | +9.4% |
| 6M | +15.2% | -15.3% | +30.5% | +16.7% |
| YTD | -6.3% | -16.2% | +9.9% | -5.2% |
| 1Y | -19.1% | -12.1% | -7.0% | -18.9% |
| All | -14.3% | -22.5% | +8.2% | -11.6% |
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