+10.3%
ARM vs SAN
+16.7%
-6.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +6.2% |
| 7D | -15.2% | +4.9% | -20.1% | -18.6% |
| 30D | -40.7% | -13.0% | -27.7% | -34.5% |
| 3M | -39.1% | -18.9% | -20.2% | -29.0% |
| 6M | -26.4% | -4.1% | -22.3% | -24.4% |
| YTD | +59.7% | +2.6% | +57.2% | +55.0% |
| 1Y | +10.3% | +16.9% | -6.6% | +4.2% |
| All | +10.3% | +16.7% | -6.4% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling