+44.5%
AUR vs SARO
-14.9%
+59.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.7% |
| 7D | +1.4% | -3.1% | +4.5% | +3.1% |
| 30D | -6.4% | -12.2% | +5.8% | 0.0% |
| 3M | +7.7% | -7.4% | +15.1% | +12.5% |
| 6M | +44.5% | -15.3% | +59.8% | +56.8% |
| All | +44.5% | -14.9% | +59.4% | +56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling