-34.8%
ARKO vs SPY
+75.5%
-110.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -7.5% | -2.0% | -5.5% | -5.5% |
| 30D | +2.0% | -1.7% | +3.7% | +3.8% |
| 3M | -44.3% | +4.7% | -49.0% | -47.2% |
| 6M | -20.5% | +12.5% | -33.0% | -30.3% |
| YTD | 0.0% | +11.7% | -11.7% | -12.0% |
| 1Y | -8.4% | +17.5% | -25.8% | -24.1% |
| All | -34.8% | +75.5% | -110.3% | -60.2% |
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