+35.8%
ARM vs SAP
-5.5%
+41.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.9% | +12.1% |
| 7D | +6.0% | -2.5% | +8.5% | +5.8% |
| 30D | -20.3% | +7.5% | -27.8% | -20.2% |
| 3M | -24.4% | +11.6% | -36.0% | -24.2% |
| 6M | -4.4% | +37.6% | -42.0% | -1.9% |
| YTD | +86.0% | -2.0% | +88.0% | +95.3% |
| 1Y | +35.8% | -6.4% | +42.2% | +47.4% |
| All | +35.8% | -5.5% | +41.3% | +47.4% |
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