-50.8%
ARKO vs SPY
+180.6%
-231.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -7.5% | -2.0% | -5.5% | -6.4% |
| 30D | +2.0% | -1.7% | +3.7% | +3.0% |
| 3M | -44.3% | +4.7% | -49.0% | -45.7% |
| 6M | -20.5% | +12.5% | -33.0% | -25.5% |
| YTD | 0.0% | +11.7% | -11.7% | -6.1% |
| 1Y | -8.4% | +17.5% | -25.8% | -16.2% |
| 3Y | -35.7% | +76.6% | -112.3% | -50.2% |
| 5Y | -51.3% | +82.0% | -133.3% | -63.0% |
| All | -50.8% | +180.6% | -231.4% | -65.1% |
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 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