+96.9%
AU vs SARO
-7.4%
+104.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.7% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | +23.9% | -20.0% | +43.9% | +37.8% |
| 3M | +19.1% | -2.9% | +22.0% | +18.2% |
| 6M | -0.2% | -17.7% | +17.5% | +5.6% |
| YTD | +32.5% | -13.5% | +46.0% | +36.8% |
| 1Y | +96.9% | -9.7% | +106.7% | +97.9% |
| All | +96.9% | -7.4% | +104.3% | +97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling