+12.7%
SAN vs ARWR
+12.4%
+0.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.3% |
| 7D | +1.0% | -17.9% | +18.9% | +2.8% |
| 30D | -9.4% | -18.9% | +9.5% | -7.6% |
| 3M | -17.1% | -46.0% | +28.8% | -11.0% |
| 6M | +2.2% | -40.3% | +42.5% | +7.6% |
| YTD | +6.0% | -29.0% | +35.0% | +8.2% |
| 1Y | +12.7% | +13.8% | -1.1% | +10.5% |
| All | +12.7% | +12.4% | +0.3% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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