+58.2%
ARP vs SPY
+110.3%
-52.1%
-10.1%
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% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +2.7% | +2.0% | +0.7% | +1.8% |
| 6M | +4.7% | +13.0% | -8.3% | -0.6% |
| YTD | +14.0% | +13.5% | +0.4% | +8.0% |
| 1Y | +24.3% | +20.0% | +4.4% | +15.4% |
| 3Y | +54.0% | +77.2% | -23.2% | +24.0% |
| All | +58.2% | +110.3% | -52.1% | +23.6% |
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