+48.8%
ARLP vs SPY
+75.1%
-26.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -6.4% | -2.7% | -3.7% | -5.8% |
| 30D | +1.6% | -5.4% | +7.0% | +2.9% |
| 3M | +1.1% | -4.1% | +5.2% | +2.1% |
| 6M | +2.1% | +0.7% | +1.4% | +1.8% |
| YTD | +15.7% | +8.7% | +7.0% | +12.8% |
| 1Y | +10.2% | +10.9% | -0.7% | +6.6% |
| 3Y | +48.8% | +75.0% | -26.2% | +14.3% |
| All | +48.8% | +75.1% | -26.3% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling