+112.3%
AROC vs SPY
+79.4%
+32.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -5.8% |
| 7D | -6.9% | -0.9% | -5.9% | -5.8% |
| 30D | -11.5% | -2.4% | -9.1% | -9.1% |
| 3M | -18.6% | -1.2% | -17.5% | -17.7% |
| 6M | -25.9% | +3.3% | -29.2% | -29.1% |
| YTD | +5.2% | +12.3% | -7.1% | -9.0% |
| 1Y | +11.2% | +12.4% | -1.3% | -4.0% |
| All | +112.3% | +79.4% | +32.9% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling