+51.6%
ARP vs SPY
+106.0%
-54.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -4.2% | -3.3% | -0.9% | -2.8% |
| 3M | -1.4% | -2.4% | +1.0% | -0.4% |
| 6M | -1.6% | +2.6% | -4.1% | -2.7% |
| YTD | +9.2% | +11.2% | -2.0% | +4.4% |
| 1Y | +12.6% | +13.4% | -0.7% | +6.9% |
| 3Y | +51.2% | +79.9% | -28.7% | +21.5% |
| All | +51.6% | +106.0% | -54.4% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling