-22.5%
AROC vs SPY
+655.3%
-677.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | -3.7% | +0.1% | -3.7% | -3.8% |
| 3M | -5.4% | +2.0% | -7.4% | -8.7% |
| 6M | -10.6% | +13.0% | -23.6% | -25.8% |
| YTD | +28.1% | +13.5% | +14.6% | +5.4% |
| 1Y | +32.1% | +20.0% | +12.1% | +0.2% |
| 3Y | +178.9% | +77.2% | +101.7% | +20.9% |
| 5Y | +431.0% | +81.9% | +349.1% | +111.3% |
| 10Y | +378.9% | +314.1% | +64.8% | -43.9% |
| All | -22.5% | +655.3% | -677.8% | -96.2% |
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