+174.6%
ARM vs SAN
+252.6%
-77.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +6.1% |
| 7D | -15.2% | +4.9% | -20.1% | -18.2% |
| 30D | -40.7% | -13.0% | -27.7% | -35.6% |
| 3M | -39.1% | -18.9% | -20.2% | -30.9% |
| 6M | -26.4% | -4.1% | -22.3% | -24.5% |
| YTD | +59.7% | +2.6% | +57.2% | +56.6% |
| 1Y | +10.3% | +16.9% | -6.6% | +0.4% |
| 3Y | +228.9% | +239.1% | -10.2% | +85.4% |
| All | +174.6% | +252.6% | -77.9% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling