+56.4%
SAP vs ARWR
+28.5%
+27.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | +1.7% | -4.6% | -3.1% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +14.9% | +14.9% | +0.1% | +12.9% |
| 6M | +11.9% | +32.6% | -20.7% | +7.7% |
| YTD | -9.9% | +30.0% | -40.0% | -13.4% |
| 1Y | -19.5% | +208.4% | -227.9% | -31.1% |
| 3Y | +61.8% | +208.8% | -147.0% | +29.3% |
| All | +56.4% | +28.5% | +27.9% | +36.6% |
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 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