+143.1%
ARL vs SPY
+318.9%
-175.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.9% |
| 7D | -6.0% | -2.0% | -4.0% | -4.6% |
| 30D | +3.6% | -1.7% | +5.2% | +4.9% |
| 3M | +3.1% | +4.7% | -1.6% | -0.3% |
| 6M | -5.2% | +12.5% | -17.7% | -13.0% |
| YTD | -1.9% | +11.7% | -13.7% | -9.5% |
| 1Y | -3.2% | +17.5% | -20.7% | -13.8% |
| 3Y | -12.8% | +76.6% | -89.4% | -41.8% |
| 5Y | +47.6% | +82.0% | -34.4% | -5.2% |
| All | +143.1% | +318.9% | -175.8% | -6.7% |
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 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