+1,166.7%
ARCB vs SPY
+3,091.8%
-1,925.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | -0.3% | +0.1% | -0.4% | -0.2% |
| 3M | -3.3% | +2.0% | -5.3% | -5.6% |
| 6M | +34.7% | +13.0% | +21.7% | +17.8% |
| YTD | +90.8% | +13.5% | +77.2% | +66.1% |
| 1Y | +90.5% | +20.0% | +70.5% | +56.1% |
| 3Y | +29.7% | +77.2% | -47.4% | -28.4% |
| 5Y | +107.8% | +81.9% | +25.9% | +15.6% |
| 10Y | +712.9% | +314.1% | +398.9% | +97.7% |
| All | +1,166.7% | +3,091.8% | -1,925.1% | -30.6% |
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