-17.8%
ARCT vs SPY
+18.8%
-36.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -4.8% |
| 7D | -11.9% | -0.4% | -11.6% | -11.5% |
| 30D | +109.1% | -1.4% | +110.5% | +114.5% |
| 3M | +105.9% | +3.7% | +102.2% | +90.8% |
| 6M | +100.3% | +13.0% | +87.3% | +54.9% |
| YTD | +140.5% | +12.4% | +128.1% | +87.2% |
| 1Y | -17.8% | +18.5% | -36.4% | -47.4% |
| All | -17.8% | +18.8% | -36.6% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling