+234.7%
ARI vs SPY
+875.1%
-640.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +3.3% | +0.1% | +3.3% | +3.2% |
| 3M | -2.2% | +2.0% | -4.2% | -4.3% |
| 6M | +2.4% | +13.0% | -10.6% | -8.7% |
| YTD | +13.0% | +13.5% | -0.5% | +0.3% |
| 1Y | +5.6% | +20.0% | -14.3% | -11.1% |
| 3Y | +33.6% | +77.2% | -43.6% | -22.1% |
| 5Y | +20.5% | +81.9% | -61.3% | -30.8% |
| 10Y | +94.3% | +314.1% | -219.7% | -37.8% |
| All | +234.7% | +875.1% | -640.4% | -36.7% |
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