-5.1%
SAP vs ARWR
+17.3%
-22.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.4% |
| 7D | +0.6% | -17.8% | +18.5% | -0.4% |
| 30D | +6.5% | -18.1% | +24.7% | +5.5% |
| 3M | +12.2% | -44.2% | +56.4% | +8.7% |
| 6M | +46.1% | -38.6% | +84.7% | +42.9% |
| YTD | -1.6% | -28.0% | +26.4% | -3.7% |
| 1Y | -5.1% | +16.1% | -21.3% | -8.9% |
| All | -5.1% | +17.3% | -22.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling