+87.7%
ARI vs SPY
+318.9%
-231.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -2.9% | -2.0% | -0.9% | -0.9% |
| 30D | -0.6% | -1.7% | +1.1% | +1.1% |
| 3M | -4.8% | +4.7% | -9.5% | -9.6% |
| 6M | +0.7% | +12.5% | -11.8% | -11.5% |
| YTD | +9.7% | +11.7% | -2.0% | -3.0% |
| 1Y | +1.4% | +17.5% | -16.1% | -15.4% |
| 3Y | +32.6% | +76.6% | -43.9% | -30.2% |
| 5Y | +22.4% | +82.0% | -59.6% | -37.6% |
| All | +87.7% | +318.9% | -231.2% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling