-74.6%
AREN vs SPY
+77.4%
-152.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.9% |
| 7D | +8.6% | +0.5% | +8.1% | +8.6% |
| 30D | +1.0% | +3.0% | -2.0% | +0.9% |
| 3M | -22.9% | +3.9% | -26.8% | -23.1% |
| 6M | -67.6% | +14.5% | -82.2% | -67.8% |
| YTD | -74.8% | +12.9% | -87.7% | -74.8% |
| 1Y | -82.9% | +19.4% | -102.2% | -82.8% |
| All | -74.6% | +77.4% | -152.0% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling