+162.2%
ARM vs SAN
+260.7%
-98.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -12.8% |
| 7D | -27.1% | +3.5% | -30.6% | -28.8% |
| 30D | -44.9% | -13.2% | -31.7% | -40.0% |
| 3M | -39.3% | -16.9% | -22.3% | -32.1% |
| 6M | -20.2% | +2.3% | -22.5% | -20.9% |
| YTD | +52.5% | +4.9% | +47.6% | +47.6% |
| 1Y | +4.1% | +20.4% | -16.4% | -6.9% |
| 3Y | +211.7% | +243.2% | -31.5% | +74.4% |
| All | +162.2% | +260.7% | -98.5% | +45.8% |
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