-100.0%
AREN vs SPY
+1,616.9%
-1,716.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.3% | -0.4% | +17.7% | +17.4% |
| 7D | -7.1% | +0.1% | -7.3% | -7.2% |
| 30D | +4.0% | +3.6% | +0.4% | +3.1% |
| 3M | -26.8% | +2.0% | -28.8% | -27.2% |
| 6M | -66.0% | +13.0% | -79.0% | -67.1% |
| YTD | -74.0% | +13.5% | -87.5% | -74.8% |
| 1Y | -83.6% | +20.0% | -103.6% | -84.3% |
| 3Y | -74.8% | +77.2% | -152.0% | -78.3% |
| 5Y | -92.3% | +81.9% | -174.1% | -93.3% |
| 10Y | -98.7% | +314.1% | -412.8% | -99.1% |
| All | -100.0% | +1,616.9% | -1,716.9% | -100.0% |
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