+224.0%
SAP vs ARWR
+1,055.7%
-831.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | +1.5% | -17.7% | +19.2% | +2.9% |
| 30D | +8.8% | -21.9% | +30.7% | +10.8% |
| 3M | +12.1% | -44.5% | +56.6% | +17.1% |
| 6M | +34.6% | -32.6% | +67.2% | +37.7% |
| YTD | -2.1% | -26.2% | +24.1% | -1.2% |
| 1Y | -5.5% | +23.0% | -28.5% | -9.4% |
| 3Y | +67.4% | +81.8% | -14.3% | +48.3% |
| 5Y | +74.6% | -36.0% | +110.6% | +64.2% |
| 10Y | +224.0% | +1,039.5% | -815.5% | +150.4% |
| All | +224.0% | +1,055.7% | -831.6% | +150.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling