+1,213.9%
ARL vs SPY
+3,015.5%
-1,801.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | +11.4% | -0.6% | +12.0% | +11.6% |
| 30D | +31.7% | -3.7% | +35.4% | +33.2% |
| 3M | +43.8% | -2.7% | +46.5% | +45.0% |
| 6M | +56.9% | +2.2% | +54.7% | +56.0% |
| YTD | +34.9% | +10.8% | +24.1% | +31.0% |
| 1Y | +33.4% | +11.2% | +22.1% | +29.3% |
| 3Y | +71.3% | +76.5% | -5.2% | +46.5% |
| 5Y | +81.5% | +72.9% | +8.5% | +55.1% |
| 10Y | +181.1% | +304.8% | -123.8% | +103.9% |
| All | +1,213.9% | +3,015.5% | -1,801.6% | +695.6% |
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