+2,542.1%
SAP vs ARWR
-68.5%
+2,610.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.8% | +8.3% | +1.5% |
| 7D | +4.0% | -5.0% | +9.1% | +4.1% |
| 30D | +15.7% | -6.6% | +22.3% | +15.7% |
| 3M | +23.4% | -33.9% | +57.3% | +23.5% |
| 6M | +41.3% | -23.3% | +64.6% | +41.3% |
| YTD | +2.0% | -13.5% | +15.4% | +2.0% |
| 1Y | -5.1% | +42.5% | -47.6% | -5.2% |
| 3Y | +82.1% | +104.1% | -22.0% | +81.6% |
| 5Y | +77.2% | -28.8% | +106.0% | +76.7% |
| 10Y | +233.6% | +911.6% | -678.0% | +233.0% |
| All | +2,542.1% | -68.5% | +2,610.6% | +3,020.0% |
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 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