-80.1%
ARDX vs SPY
+307.0%
-387.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +7.3% | +2.6% | +4.7% | +4.3% |
| 30D | -3.1% | -2.0% | -1.2% | -0.6% |
| 3M | -21.0% | -2.8% | -18.2% | -18.2% |
| 6M | -51.6% | +2.1% | -53.7% | -52.9% |
| YTD | -47.0% | +11.5% | -58.5% | -53.3% |
| 1Y | -47.0% | +13.5% | -60.5% | -54.2% |
| 3Y | -17.8% | +77.7% | -95.5% | -58.0% |
| 5Y | +175.9% | +72.6% | +103.3% | +47.7% |
| All | -80.1% | +307.0% | -387.1% | -96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling