+29.2%
ARQ vs SPY
+78.7%
-49.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.2% |
| 7D | +7.8% | +0.5% | +7.3% | +7.2% |
| 30D | +6.3% | -0.9% | +7.2% | +7.5% |
| 3M | -16.6% | +3.9% | -20.5% | -20.2% |
| 6M | -31.2% | +14.5% | -45.7% | -42.0% |
| YTD | -32.4% | +12.9% | -45.3% | -41.8% |
| 1Y | -69.6% | +19.4% | -89.0% | -75.3% |
| 3Y | +29.2% | +78.5% | -49.2% | -25.8% |
| All | +29.2% | +78.7% | -49.5% | -25.8% |
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