-99.9%
ARBK vs SPY
+85.3%
-185.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | -0.5% |
| 7D | +0.7% | -0.8% | +1.5% | +2.2% |
| 30D | +2.1% | -1.1% | +3.2% | +4.1% |
| 3M | -22.9% | +3.9% | -26.8% | -29.0% |
| 6M | -1.7% | +13.6% | -15.3% | -25.3% |
| YTD | -14.1% | +12.7% | -26.8% | -33.1% |
| 1Y | -95.2% | +17.5% | -112.7% | -96.2% |
| 3Y | -98.7% | +76.9% | -175.6% | -99.5% |
| All | -99.9% | +85.3% | -185.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling