+20.7%
ARI vs SPY
+81.0%
-60.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.1% |
| 30D | +1.7% | -1.4% | +3.0% | +3.0% |
| 3M | -4.6% | +3.7% | -8.3% | -8.3% |
| 6M | +2.7% | +13.0% | -10.3% | -9.6% |
| YTD | +11.0% | +12.4% | -1.4% | -1.8% |
| 1Y | +2.6% | +18.5% | -16.0% | -14.5% |
| 3Y | +34.2% | +77.6% | -43.4% | -30.4% |
| 5Y | +20.7% | +81.7% | -61.0% | -41.6% |
| All | +20.7% | +81.0% | -60.3% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling