-99.9%
ARBK vs SPY
+86.8%
-186.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.1% |
| 30D | +2.8% | +0.1% | +2.8% | +2.6% |
| 3M | -16.9% | +2.0% | -18.8% | -20.7% |
| 6M | -6.1% | +13.0% | -19.1% | -27.8% |
| YTD | -14.7% | +13.5% | -28.2% | -34.5% |
| 1Y | -94.5% | +20.0% | -114.5% | -95.8% |
| 3Y | -98.8% | +77.2% | -176.0% | -99.6% |
| All | -99.9% | +86.8% | -186.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling