-66.6%
ARQ vs SPY
+81.0%
-147.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -0.9% | -0.4% | -0.5% | -0.5% |
| 30D | +5.3% | -1.4% | +6.7% | +6.9% |
| 3M | -19.0% | +3.7% | -22.7% | -21.8% |
| 6M | -31.9% | +13.0% | -44.9% | -40.1% |
| YTD | -33.3% | +12.4% | -45.7% | -40.9% |
| 1Y | -69.0% | +18.5% | -87.6% | -73.8% |
| 3Y | +27.5% | +77.6% | -50.1% | -24.5% |
| 5Y | -66.6% | +81.7% | -148.2% | -81.0% |
| All | -66.6% | +81.0% | -147.6% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling