-65.6%
ARQ vs SPY
+318.9%
-384.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.9% |
| 7D | -1.8% | -2.0% | +0.2% | +0.4% |
| 30D | -1.8% | -1.7% | -0.1% | +0.1% |
| 3M | -16.5% | +4.7% | -21.2% | -20.3% |
| 6M | +36.0% | +12.5% | +23.5% | +19.2% |
| YTD | -31.8% | +11.7% | -43.5% | -39.5% |
| 1Y | -68.0% | +17.5% | -85.5% | -72.9% |
| 3Y | +30.4% | +76.6% | -46.2% | -26.7% |
| 5Y | -65.4% | +82.0% | -147.4% | -81.3% |
| All | -65.6% | +318.9% | -384.5% | -92.0% |
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 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