+687.1%
ARCB vs SPY
+312.5%
+374.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +1.7% | -0.4% | +2.1% | +2.2% |
| 30D | -0.9% | -1.4% | +0.5% | +1.1% |
| 3M | -21.3% | +3.7% | -25.0% | -25.0% |
| 6M | +44.9% | +13.0% | +31.9% | +23.0% |
| YTD | +84.1% | +12.4% | +71.7% | +57.7% |
| 1Y | +91.4% | +18.5% | +72.8% | +52.7% |
| 3Y | +42.3% | +77.6% | -35.4% | -30.9% |
| 5Y | +111.1% | +81.7% | +29.4% | +2.9% |
| 10Y | +687.1% | +319.7% | +367.5% | +24.3% |
| All | +687.1% | +312.5% | +374.6% | +24.3% |
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