+557.7%
ARE vs SPY
+1,365.2%
-807.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +0.4% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | +0.8% | -3.3% | +4.1% | +3.7% |
| 3M | -6.4% | -2.4% | -4.0% | -4.5% |
| 6M | +2.0% | +2.6% | -0.6% | -0.5% |
| YTD | -2.1% | +11.2% | -13.3% | -10.7% |
| 1Y | -12.5% | +13.4% | -25.9% | -21.7% |
| 3Y | -43.0% | +79.9% | -122.9% | -65.6% |
| 5Y | -72.1% | +72.2% | -144.2% | -82.4% |
| 10Y | -39.0% | +307.3% | -346.4% | -81.6% |
| All | +557.7% | +1,365.2% | -807.5% | -1.7% |
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