+50.0%
ARP vs SPY
+75.1%
-25.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.0% | -2.7% | -0.3% | -1.7% |
| 30D | -4.6% | -5.4% | +0.8% | -2.1% |
| 3M | -1.4% | -4.1% | +2.7% | +0.6% |
| 6M | -1.7% | +0.7% | -2.4% | -2.1% |
| YTD | +8.4% | +8.7% | -0.2% | +4.4% |
| 1Y | +12.1% | +10.9% | +1.2% | +7.1% |
| 3Y | +50.0% | +75.0% | -25.0% | +16.4% |
| All | +50.0% | +75.1% | -25.1% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling