+131.3%
ARLO vs SPY
+81.8%
+49.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.8% |
| 7D | +12.3% | +0.5% | +11.7% | +11.3% |
| 30D | -7.4% | -0.9% | -6.4% | -5.9% |
| 3M | +11.4% | +3.9% | +7.5% | +5.3% |
| 6M | +1.5% | +14.5% | -13.0% | -17.7% |
| YTD | +0.9% | +12.9% | -12.1% | -16.4% |
| 1Y | -22.0% | +19.4% | -41.4% | -40.3% |
| 3Y | +35.7% | +78.5% | -42.8% | -43.6% |
| 5Y | +131.3% | +81.8% | +49.6% | -4.5% |
| All | +131.3% | +81.8% | +49.6% | -4.5% |
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 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