-40.6%
ARLO vs SPY
+204.8%
-245.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.3% |
| 7D | +0.7% | -0.4% | +1.1% | +1.3% |
| 30D | -10.9% | -1.4% | -9.5% | -8.9% |
| 3M | +2.8% | +3.7% | -0.9% | -2.2% |
| 6M | -6.7% | +13.0% | -19.7% | -21.8% |
| YTD | -6.1% | +12.4% | -18.5% | -20.7% |
| 1Y | -25.0% | +18.5% | -43.5% | -41.1% |
| 3Y | +26.3% | +77.6% | -51.4% | -43.4% |
| 5Y | +106.1% | +81.7% | +24.4% | -7.4% |
| All | -40.6% | +204.8% | -245.4% | -85.5% |
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 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