+10.3%
ARM vs SAP
-7.9%
+18.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.9% | +4.4% |
| 7D | -15.2% | -0.7% | -14.6% | -15.3% |
| 30D | -40.7% | +11.1% | -51.8% | -40.6% |
| 3M | -39.1% | +17.0% | -56.1% | -39.0% |
| 6M | -26.4% | +34.8% | -61.3% | -24.2% |
| YTD | +59.7% | -2.2% | +62.0% | +67.2% |
| 1Y | +10.3% | -6.4% | +16.8% | +18.7% |
| All | +10.3% | -7.9% | +18.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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