+177.2%
ARDX vs SPY
+81.8%
+95.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.4% |
| 7D | +0.3% | +0.5% | -0.3% | -0.4% |
| 30D | -5.8% | -0.9% | -4.8% | -4.7% |
| 3M | -31.9% | +3.9% | -35.8% | -35.3% |
| 6M | -39.1% | +14.5% | -53.6% | -48.5% |
| YTD | -35.3% | +12.9% | -48.3% | -44.5% |
| 1Y | -42.8% | +19.4% | -62.2% | -54.0% |
| 3Y | -17.9% | +78.5% | -96.3% | -61.5% |
| 5Y | +177.2% | +81.8% | +95.5% | +22.3% |
| All | +177.2% | +81.8% | +95.4% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling