+3,902.3%
AROW vs SPY
+3,034.0%
+868.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.2% | +2.6% | -1.4% | -0.8% |
| 30D | +7.6% | -2.0% | +9.5% | +9.0% |
| 3M | -0.3% | -2.8% | +2.4% | +1.6% |
| 6M | +10.6% | +2.1% | +8.5% | +8.4% |
| YTD | +27.0% | +11.5% | +15.5% | +16.3% |
| 1Y | +28.3% | +13.5% | +14.8% | +15.9% |
| 3Y | +86.3% | +77.7% | +8.6% | +19.9% |
| 5Y | +32.7% | +72.6% | -40.0% | -14.1% |
| 10Y | +63.8% | +308.2% | -244.3% | -42.4% |
| All | +3,902.3% | +3,034.0% | +868.3% | +459.2% |
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