+222.9%
SAP vs ARWR
+921.6%
-698.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.3% | +17.0% | +2.9% |
| 7D | +1.6% | -17.3% | +19.0% | +3.0% |
| 30D | +10.5% | -21.5% | +32.1% | +12.5% |
| 3M | +15.2% | -43.8% | +59.0% | +20.2% |
| 6M | +36.7% | -32.3% | +68.9% | +39.8% |
| YTD | -0.6% | -25.8% | +25.3% | +0.3% |
| 1Y | -4.1% | +25.5% | -29.6% | -8.3% |
| 3Y | +73.2% | +84.1% | -10.9% | +53.3% |
| 5Y | +74.1% | -39.2% | +113.3% | +64.4% |
| 10Y | +222.9% | +1,072.4% | -849.4% | +149.3% |
| All | +222.9% | +921.6% | -698.6% | +149.3% |
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