+643.5%
ARE vs SPY
+1,395.5%
-752.0%
-77.9%
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% | +0.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.1% | +0.1% | +5.0% | +5.0% |
| 3M | +0.4% | +2.0% | -1.6% | -1.6% |
| 6M | +1.1% | +13.0% | -11.9% | -9.0% |
| YTD | +10.7% | +13.5% | -2.8% | -0.8% |
| 1Y | -32.6% | +20.0% | -52.6% | -42.5% |
| 3Y | -47.2% | +77.2% | -124.4% | -67.6% |
| 5Y | -68.4% | +81.9% | -150.3% | -81.1% |
| 10Y | -32.3% | +314.1% | -346.4% | -79.8% |
| All | +643.5% | +1,395.5% | -752.0% | +9.3% |
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 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