+4,562.0%
ARLP vs SPY
+776.9%
+3,785.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +1.1% |
| 7D | -8.5% | -4.7% | -3.7% | -5.3% |
| 30D | -0.1% | -5.9% | +5.8% | +4.3% |
| 3M | -0.6% | -4.5% | +3.9% | +2.6% |
| 6M | -1.2% | +1.8% | -3.0% | -3.1% |
| YTD | +14.1% | +8.3% | +5.8% | +6.3% |
| 1Y | +9.8% | +9.3% | +0.4% | +1.5% |
| 3Y | +41.5% | +74.9% | -33.3% | -10.0% |
| 5Y | +247.1% | +67.3% | +179.8% | +124.6% |
| 10Y | +163.7% | +311.6% | -147.8% | -6.7% |
| All | +4,562.0% | +776.9% | +3,785.1% | +848.8% |
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