+103.5%
ARDC vs SPY
+584.7%
-481.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +2.7% | -3.3% | +6.0% | +4.1% |
| 3M | -3.6% | -2.4% | -1.1% | -2.6% |
| 6M | -4.5% | +2.6% | -7.0% | -5.7% |
| YTD | -4.2% | +11.2% | -15.4% | -8.7% |
| 1Y | -6.5% | +13.4% | -19.8% | -11.7% |
| 3Y | +24.4% | +79.9% | -55.5% | -4.9% |
| 5Y | +18.0% | +72.2% | -54.2% | -9.0% |
| 10Y | +103.6% | +307.3% | -203.7% | +12.6% |
| All | +103.5% | +584.7% | -481.2% | +7.1% |
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