+35.7%
ARL vs SPY
+81.8%
-46.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.9% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | -2.8% | -0.9% | -1.9% | -2.1% |
| 3M | +5.1% | +3.9% | +1.3% | +2.5% |
| 6M | -12.7% | +14.5% | -27.2% | -19.9% |
| YTD | -7.0% | +12.9% | -20.0% | -13.9% |
| 1Y | -7.2% | +19.4% | -26.5% | -16.9% |
| 3Y | -17.3% | +78.5% | -95.8% | -40.0% |
| 5Y | +35.7% | +81.8% | -46.0% | -4.4% |
| All | +35.7% | +81.8% | -46.0% | -4.4% |
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