-36.8%
ARLO vs SPY
+207.9%
-244.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.2% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | -12.3% | +0.1% | -12.4% | -12.3% |
| 3M | +8.0% | +2.0% | +6.1% | +5.2% |
| 6M | -7.1% | +13.0% | -20.1% | -22.2% |
| YTD | -0.1% | +13.5% | -13.7% | -16.9% |
| 1Y | -23.4% | +20.0% | -43.4% | -40.9% |
| 3Y | +41.3% | +77.2% | -35.9% | -36.5% |
| 5Y | +122.1% | +81.9% | +40.2% | -0.5% |
| All | -36.8% | +207.9% | -244.7% | -84.8% |
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