+229.3%
SAP vs ARWR
+1,021.8%
-792.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -2.5% | -19.9% | +17.5% | -0.9% |
| 30D | +7.5% | -18.7% | +26.2% | +9.1% |
| 3M | +11.6% | -44.7% | +56.3% | +16.7% |
| 6M | +37.6% | -36.5% | +74.1% | +41.6% |
| YTD | -2.0% | -25.7% | +23.7% | -1.1% |
| 1Y | -6.4% | +18.9% | -25.3% | -10.0% |
| 3Y | +67.7% | +83.1% | -15.4% | +48.4% |
| 5Y | +75.7% | -34.9% | +110.6% | +65.1% |
| 10Y | +229.3% | +1,080.9% | -851.5% | +154.6% |
| All | +229.3% | +1,021.8% | -792.5% | +154.6% |
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