+223.0%
AMD vs SARO
-22.5%
+245.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +1.6% |
| 7D | +8.1% | -3.1% | +11.2% | +9.9% |
| 30D | +6.9% | -12.2% | +19.1% | +14.7% |
| 3M | +5.7% | -7.4% | +13.0% | +10.0% |
| 6M | +152.0% | -15.3% | +167.2% | +171.3% |
| YTD | +141.0% | -16.2% | +157.2% | +161.8% |
| 1Y | +231.6% | -12.1% | +243.7% | +249.5% |
| All | +223.0% | -22.5% | +245.5% | +202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling