+1,666.2%
SAN vs ARWR
-98.0%
+1,764.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.3% |
| 7D | +4.9% | -2.9% | +7.8% | +4.9% |
| 30D | -13.0% | -5.4% | -7.6% | -13.0% |
| 3M | -18.9% | -32.2% | +13.4% | -18.7% |
| 6M | -4.1% | -26.5% | +22.4% | -4.0% |
| YTD | +2.6% | -12.4% | +15.0% | +2.6% |
| 1Y | +16.9% | +46.9% | -29.9% | +16.7% |
| 3Y | +239.1% | +116.0% | +123.1% | +237.1% |
| 5Y | +266.8% | -28.0% | +294.8% | +265.8% |
| 10Y | +246.0% | +923.9% | -677.9% | +241.5% |
| All | +1,666.2% | -98.0% | +1,764.2% | +1,818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling