+1,210.9%
ARL vs SPY
+3,034.0%
-1,823.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.6% |
| 7D | -3.8% | +2.6% | -6.4% | -4.5% |
| 30D | +33.2% | -2.0% | +35.2% | +34.0% |
| 3M | +41.7% | -2.8% | +44.5% | +43.0% |
| 6M | +65.9% | +2.1% | +63.8% | +65.0% |
| YTD | +34.6% | +11.5% | +23.1% | +30.5% |
| 1Y | +36.6% | +13.5% | +23.1% | +31.6% |
| 3Y | +67.9% | +77.7% | -9.8% | +43.3% |
| 5Y | +85.9% | +72.6% | +13.3% | +58.9% |
| 10Y | +184.8% | +308.2% | -123.3% | +106.3% |
| All | +1,210.9% | +3,034.0% | -1,823.1% | +692.5% |
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