+110.9%
ARDC vs SPY
+598.9%
-488.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +1.2% | +2.0% | -0.8% | +0.2% |
| 6M | +3.4% | +13.0% | -9.6% | -2.1% |
| YTD | -0.7% | +13.5% | -14.2% | -6.2% |
| 1Y | -7.4% | +20.0% | -27.3% | -14.6% |
| 3Y | +29.4% | +77.2% | -47.8% | -0.3% |
| 5Y | +22.4% | +81.9% | -59.4% | -7.8% |
| 10Y | +113.3% | +314.1% | -200.7% | +17.1% |
| All | +110.9% | +598.9% | -488.0% | +10.1% |
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