+4,908.1%
ARLP vs SPY
+819.1%
+4,089.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +6.8% | +0.1% | +6.7% | +6.7% |
| 3M | +4.3% | +2.0% | +2.3% | +2.5% |
| 6M | +3.0% | +13.0% | -10.0% | -6.6% |
| YTD | +22.6% | +13.5% | +9.0% | +10.6% |
| 1Y | +28.2% | +20.0% | +8.2% | +10.8% |
| 3Y | +83.3% | +77.2% | +6.1% | +15.7% |
| 5Y | +384.1% | +81.9% | +302.2% | +194.4% |
| 10Y | +223.5% | +314.1% | -90.6% | +13.9% |
| All | +4,908.1% | +819.1% | +4,089.0% | +887.0% |
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