+546.2%
ARE vs SPY
+1,379.0%
-832.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -0.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.3% |
| 30D | +2.2% | -2.4% | +4.5% | +4.2% |
| 3M | -4.9% | -1.2% | -3.8% | -4.0% |
| 6M | +0.8% | +3.3% | -2.5% | -2.3% |
| YTD | -3.8% | +12.3% | -16.1% | -13.0% |
| 1Y | -12.9% | +12.4% | -25.3% | -21.4% |
| 3Y | -44.6% | +78.8% | -123.4% | -66.4% |
| 5Y | -72.4% | +75.2% | -147.5% | -82.9% |
| 10Y | -37.5% | +311.1% | -348.6% | -81.2% |
| All | +546.2% | +1,379.0% | -832.8% | -4.1% |
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