+386.4%
AROC vs SPY
+322.5%
+63.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.3% |
| 7D | +0.2% | -0.8% | +1.0% | +1.2% |
| 30D | -1.5% | -1.1% | -0.5% | -0.3% |
| 3M | -8.5% | +3.9% | -12.4% | -13.0% |
| 6M | -7.7% | +13.6% | -21.3% | -21.6% |
| YTD | +28.4% | +12.7% | +15.7% | +10.1% |
| 1Y | +35.8% | +17.5% | +18.3% | +10.4% |
| 3Y | +191.5% | +76.9% | +114.6% | +45.6% |
| 5Y | +459.8% | +83.6% | +376.2% | +159.8% |
| All | +386.4% | +322.5% | +63.9% | -41.1% |
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