+214.8%
SAP vs ARWR
+906.2%
-691.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.4% | -4.2% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | +11.1% | -5.4% | +16.5% | +11.5% |
| 3M | +17.0% | -32.2% | +49.3% | +20.5% |
| 6M | +34.8% | -26.5% | +61.4% | +37.2% |
| YTD | -2.2% | -12.4% | +10.2% | -2.5% |
| 1Y | -6.4% | +46.9% | -53.3% | -11.4% |
| 3Y | +75.1% | +116.0% | -40.8% | +53.5% |
| 5Y | +69.8% | -28.0% | +97.8% | +58.5% |
| All | +214.8% | +906.2% | -691.4% | +142.5% |
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 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