+3,969.3%
AROW vs SPY
+3,091.8%
+877.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +8.0% | +2.0% | +6.0% | +6.2% |
| 6M | +18.4% | +13.0% | +5.4% | +7.6% |
| YTD | +29.1% | +13.5% | +15.6% | +16.9% |
| 1Y | +37.6% | +20.0% | +17.6% | +19.3% |
| 3Y | +147.2% | +77.2% | +70.0% | +59.5% |
| 5Y | +35.9% | +81.9% | -46.0% | -15.2% |
| 10Y | +93.0% | +314.1% | -221.0% | -32.7% |
| All | +3,969.3% | +3,091.8% | +877.5% | +462.0% |
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