+101.2%
ARDC vs SPY
+591.1%
-490.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -1.0% |
| 7D | -1.5% | -0.9% | -0.5% | -1.1% |
| 30D | +1.8% | -2.4% | +4.2% | +2.8% |
| 3M | -4.9% | -1.2% | -3.7% | -4.5% |
| 6M | -5.5% | +3.3% | -8.8% | -7.0% |
| YTD | -5.2% | +12.3% | -17.5% | -10.1% |
| 1Y | -7.7% | +12.4% | -20.1% | -12.5% |
| 3Y | +22.4% | +78.8% | -56.5% | -6.2% |
| 5Y | +16.1% | +75.2% | -59.1% | -11.1% |
| 10Y | +101.7% | +311.1% | -209.5% | +11.1% |
| All | +101.2% | +591.1% | -490.0% | +5.5% |
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