+1,101.5%
ARCB vs SPY
+3,015.5%
-1,914.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -0.5% | -0.6% | +0.1% | +0.2% |
| 30D | +3.5% | -3.7% | +7.2% | +7.8% |
| 3M | -2.6% | -2.7% | +0.1% | +0.4% |
| 6M | +10.7% | +2.2% | +8.6% | +7.8% |
| YTD | +81.0% | +10.8% | +70.1% | +61.7% |
| 1Y | +102.9% | +11.2% | +91.6% | +80.4% |
| 3Y | +17.4% | +76.5% | -59.1% | -35.1% |
| 5Y | +28.3% | +72.9% | -44.6% | -24.7% |
| 10Y | +423.6% | +304.8% | +118.8% | +30.1% |
| All | +1,101.5% | +3,015.5% | -1,914.0% | -32.5% |
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