+266.3%
AMD vs SARO
-11.1%
+277.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +10.0% | +8.0% |
| 7D | +44.7% | +8.9% | +35.8% | +38.8% |
| 30D | -3.3% | +38.6% | -42.0% | -18.5% |
| 3M | +21.2% | +0.6% | +20.6% | +21.2% |
| 6M | +30.6% | +2.9% | +27.7% | +28.2% |
| YTD | +173.3% | -3.9% | +177.2% | +176.8% |
| 1Y | +126.1% | +4.6% | +121.5% | +118.7% |
| All | +266.3% | -11.1% | +277.4% | +219.6% |
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 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