+270.0%
ARLP vs SPY
+71.5%
+198.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.5% |
| 7D | -3.5% | +0.1% | -3.5% | -3.6% |
| 30D | +3.1% | -3.3% | +6.4% | +4.5% |
| 3M | +3.1% | -2.4% | +5.5% | +4.0% |
| 6M | +4.6% | +2.6% | +2.0% | +3.1% |
| YTD | +17.5% | +11.2% | +6.2% | +11.3% |
| 1Y | +11.8% | +13.4% | -1.6% | +4.9% |
| 3Y | +59.3% | +79.9% | -20.6% | +15.0% |
| 5Y | +270.0% | +72.2% | +197.8% | +165.8% |
| All | +270.0% | +71.5% | +198.5% | +165.8% |
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 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