-1.3%
ARQ vs SPY
+900.4%
-901.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.4% | +4.7% |
| 7D | +68.6% | -0.9% | +69.6% | +68.7% |
| 30D | +59.2% | -2.4% | +61.5% | +61.3% |
| 3M | +37.4% | -1.2% | +38.6% | +37.8% |
| 6M | +14.3% | +3.3% | +11.0% | +10.6% |
| YTD | -4.6% | +12.3% | -16.9% | -14.0% |
| 1Y | -10.1% | +12.4% | -22.5% | -18.9% |
| 3Y | +51.5% | +78.8% | -27.4% | -4.7% |
| 5Y | -57.9% | +75.2% | -133.1% | -73.0% |
| 10Y | -50.3% | +311.1% | -361.5% | -82.6% |
| All | -1.3% | +900.4% | -901.7% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling