+174.6%
ARM vs SAP
+78.9%
+95.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.9% | +6.7% |
| 7D | -15.2% | -0.7% | -14.6% | -15.4% |
| 30D | -40.7% | +11.1% | -51.8% | -44.3% |
| 3M | -39.1% | +17.0% | -56.1% | -45.0% |
| 6M | -26.4% | +34.8% | -61.3% | -40.1% |
| YTD | +59.7% | -2.2% | +62.0% | +64.0% |
| 1Y | +10.3% | -6.4% | +16.8% | +18.6% |
| 3Y | +228.9% | +75.1% | +153.7% | +94.6% |
| All | +174.6% | +78.9% | +95.7% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling