+27.1%
AMGN vs SARO
-23.7%
+50.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -2.0% |
| 7D | -13.9% | -4.0% | -9.9% | -13.5% |
| 30D | -7.1% | -16.1% | +9.0% | -5.7% |
| 3M | +13.9% | -4.5% | +18.4% | +14.2% |
| 6M | +3.2% | -17.0% | +20.3% | +4.5% |
| YTD | +19.2% | -17.5% | +36.8% | +20.6% |
| 1Y | +41.1% | -12.3% | +53.4% | +41.9% |
| All | +27.1% | -23.7% | +50.8% | +21.0% |
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