-76.5%
AXTX vs SARO
+2.6%
-79.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.9% | +0.7% | +18.2% | +18.8% |
| 7D | +8.1% | -0.8% | +8.8% | +8.1% |
| 30D | -34.6% | -20.0% | -14.6% | -35.6% |
| 3M | -84.7% | -2.9% | -81.8% | -82.4% |
| All | -76.5% | +2.6% | -79.1% | -69.7% |
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 · Available span rolling