+2,432.7%
SAP vs ARWR
-68.2%
+2,500.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.4% | -4.1% |
| 7D | -0.7% | -2.9% | +2.2% | -0.7% |
| 30D | +11.1% | -5.4% | +16.5% | +11.1% |
| 3M | +17.0% | -32.2% | +49.3% | +17.1% |
| 6M | +34.8% | -26.5% | +61.4% | +34.9% |
| YTD | -2.2% | -12.4% | +10.2% | -2.2% |
| 1Y | -6.4% | +46.9% | -53.3% | -6.6% |
| 3Y | +75.1% | +116.0% | -40.8% | +74.6% |
| 5Y | +69.8% | -28.0% | +97.8% | +69.4% |
| 10Y | +219.8% | +923.9% | -704.1% | +219.2% |
| All | +2,432.7% | -68.2% | +2,500.9% | +2,890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling