-86.0%
AREN vs SPY
+21.3%
-107.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.3% |
| 7D | -5.7% | +0.3% | -5.9% | -5.8% |
| 30D | -11.3% | +4.0% | -15.4% | -13.5% |
| 3M | -38.0% | +2.8% | -40.8% | -38.7% |
| 6M | -70.0% | +14.3% | -84.3% | -72.6% |
| YTD | -77.8% | +14.0% | -91.8% | -79.4% |
| All | -86.0% | +21.3% | -107.3% | -87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling