-34.5%
AROC vs SPY
+641.7%
-676.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | -0.5% | +2.6% | -3.1% | -4.1% |
| 30D | -7.4% | -2.0% | -5.4% | -4.8% |
| 3M | -17.2% | -2.8% | -14.4% | -14.1% |
| 6M | -24.5% | +2.1% | -26.6% | -27.6% |
| YTD | +8.1% | +11.5% | -3.3% | -8.9% |
| 1Y | +19.7% | +13.5% | +6.2% | -1.7% |
| 3Y | +118.2% | +77.7% | +40.5% | -6.0% |
| 5Y | +315.1% | +72.6% | +242.5% | +78.5% |
| 10Y | +256.8% | +308.2% | -51.3% | -57.7% |
| All | -34.5% | +641.7% | -676.2% | -96.7% |
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