+199.6%
ARM vs SAN
+266.7%
-67.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -5.0% |
| 7D | +9.1% | +4.0% | +5.1% | +6.5% |
| 30D | -19.9% | -7.8% | -12.1% | -16.3% |
| 3M | -31.6% | -16.4% | -15.3% | -23.9% |
| 6M | -13.9% | +3.5% | -17.4% | -15.7% |
| YTD | +74.3% | +6.7% | +67.6% | +66.8% |
| 1Y | +35.8% | +14.5% | +21.3% | +24.7% |
| 3Y | +268.6% | +243.5% | +25.1% | +105.3% |
| All | +199.6% | +266.7% | -67.0% | +64.7% |
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