+78.8%
SAP vs ARWR
-38.4%
+117.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.4% |
| 7D | -3.9% | -17.9% | +14.1% | -2.4% |
| 30D | +6.5% | -18.9% | +25.4% | +8.2% |
| 3M | +14.7% | -46.0% | +60.6% | +20.6% |
| 6M | +39.9% | -40.3% | +80.3% | +45.1% |
| YTD | -2.0% | -29.0% | +27.0% | -0.9% |
| 1Y | -6.0% | +13.8% | -19.8% | -10.7% |
| 3Y | +67.7% | +74.9% | -7.2% | +40.8% |
| 5Y | +78.8% | -36.2% | +115.0% | +64.0% |
| All | +78.8% | -38.4% | +117.1% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling