-68.8%
ARQ vs SPY
+18.1%
-87.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.4% |
| 7D | -4.3% | -0.8% | -3.6% | -3.4% |
| 30D | -4.3% | -1.1% | -3.3% | -3.0% |
| 3M | -17.3% | +3.9% | -21.2% | -21.1% |
| 6M | +23.6% | +13.6% | +10.0% | +4.6% |
| YTD | -32.7% | +12.7% | -45.4% | -41.8% |
| 1Y | -68.8% | +17.5% | -86.3% | -74.0% |
| All | -68.8% | +18.1% | -87.0% | -74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling