-82.7%
AREN vs SPY
+17.2%
-99.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +19.6% | -2.0% | +21.5% | +20.7% |
| 30D | +6.0% | +2.0% | +4.0% | +4.5% |
| 3M | -20.9% | +4.7% | -25.6% | -24.4% |
| 6M | -65.0% | +12.5% | -77.5% | -67.9% |
| YTD | -73.5% | +11.7% | -85.2% | -75.1% |
| 1Y | -82.7% | +17.5% | -100.2% | -84.4% |
| All | -82.7% | +17.2% | -99.9% | -84.4% |
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