+49.1%
ARCC vs SPY
+72.2%
-23.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +2.3% | -0.6% | +2.8% | +2.6% |
| 30D | +4.7% | -3.7% | +8.4% | +7.3% |
| 3M | -0.3% | -2.7% | +2.5% | +1.4% |
| 6M | +7.5% | +2.2% | +5.3% | +5.4% |
| YTD | +3.8% | +10.8% | -7.1% | -4.1% |
| 1Y | +5.9% | +11.2% | -5.4% | -2.4% |
| 3Y | +31.4% | +76.5% | -45.1% | -14.1% |
| 5Y | +49.1% | +72.9% | -23.8% | -3.0% |
| All | +49.1% | +72.2% | -23.1% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling