-52.8%
ARQ vs SPY
+307.0%
-359.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.3% |
| 7D | +25.7% | +2.6% | +23.1% | +22.7% |
| 30D | +64.8% | -2.0% | +66.7% | +66.7% |
| 3M | +39.5% | -2.8% | +42.3% | +42.4% |
| 6M | +24.7% | +2.1% | +22.6% | +20.9% |
| YTD | -2.8% | +11.5% | -14.2% | -14.4% |
| 1Y | -10.9% | +13.5% | -24.4% | -22.9% |
| 3Y | +52.2% | +77.7% | -25.5% | -16.0% |
| 5Y | -58.9% | +72.6% | -131.5% | -76.6% |
| All | -52.8% | +307.0% | -359.8% | -88.9% |
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