-100.0%
ARBK vs SPY
+83.4%
-183.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.4% |
| 7D | -21.1% | +2.6% | -23.7% | -25.0% |
| 30D | -40.0% | -2.0% | -38.0% | -37.8% |
| 3M | -61.4% | -2.8% | -58.6% | -59.5% |
| 6M | -70.4% | +2.1% | -72.5% | -72.1% |
| YTD | -67.3% | +11.5% | -78.7% | -74.1% |
| 1Y | -98.1% | +13.5% | -111.6% | -98.5% |
| 3Y | -99.5% | +77.7% | -177.2% | -99.8% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +83.4% | -183.3% | -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