+226.1%
AMD vs SARO
-21.9%
+248.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.1% | +3.6% |
| 7D | +14.0% | +0.6% | +13.4% | +13.5% |
| 30D | +11.0% | -14.5% | +25.5% | +20.6% |
| 3M | +9.6% | -5.3% | +14.9% | +12.9% |
| 6M | +157.1% | -15.3% | +172.4% | +176.9% |
| YTD | +143.3% | -15.6% | +158.9% | +163.2% |
| 1Y | +234.4% | -9.1% | +243.5% | +245.9% |
| All | +226.1% | -21.9% | +248.0% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling