+54.1%
SAN vs ARWR
+200.0%
-145.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +3.3% | +2.9% | +0.5% | +3.0% |
| 30D | +1.1% | -2.9% | +4.0% | +1.4% |
| 3M | +22.2% | +15.2% | +7.0% | +19.3% |
| 6M | +36.0% | +42.3% | -6.3% | +28.6% |
| YTD | +28.2% | +28.2% | 0.0% | +22.3% |
| 1Y | +54.1% | +213.2% | -159.1% | +34.2% |
| All | +54.1% | +200.0% | -145.9% | +34.2% |
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