+247.2%
AROC vs SPY
+311.8%
-64.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -6.0% |
| 7D | -6.9% | -0.9% | -5.9% | -5.7% |
| 30D | -11.5% | -2.4% | -9.1% | -9.0% |
| 3M | -18.6% | -1.2% | -17.5% | -17.6% |
| 6M | -25.9% | +3.3% | -29.2% | -29.3% |
| YTD | +5.2% | +12.3% | -7.1% | -9.5% |
| 1Y | +11.2% | +12.4% | -1.3% | -4.5% |
| 3Y | +113.1% | +78.8% | +34.3% | +5.6% |
| 5Y | +297.6% | +75.2% | +222.5% | +98.2% |
| 10Y | +247.2% | +311.1% | -63.9% | -56.6% |
| All | +247.2% | +311.8% | -64.6% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling