-39.3%
ARM vs SAP
+22.6%
-61.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.5% | -14.5% | -12.2% |
| 7D | -27.1% | +4.0% | -31.2% | -25.2% |
| 30D | -44.9% | +15.7% | -60.6% | -40.7% |
| 3M | -39.3% | +23.4% | -62.7% | -34.1% |
| All | -39.3% | +22.6% | -61.9% | -34.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling