+193.0%
ARM vs SAN
+274.2%
-81.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.1% | +0.6% | +2.9% |
| 7D | -5.3% | +8.7% | -14.1% | -10.4% |
| 30D | -30.0% | -6.5% | -23.5% | -27.4% |
| 3M | -34.1% | -14.2% | -19.9% | -27.7% |
| 6M | -12.6% | +2.7% | -15.4% | -14.1% |
| YTD | +70.4% | +8.9% | +61.6% | +61.3% |
| 1Y | +22.3% | +23.4% | -1.1% | +7.7% |
| 3Y | +261.2% | +257.9% | +3.2% | +97.0% |
| All | +193.0% | +274.2% | -81.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling