-27.2%
ARQ vs SPY
+911.5%
-938.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | +12.2% | +0.1% | +12.1% | +12.2% |
| 3M | -13.5% | +2.0% | -15.5% | -14.8% |
| 6M | -34.3% | +13.0% | -47.3% | -40.7% |
| YTD | -29.7% | +13.5% | -43.2% | -36.7% |
| 1Y | -68.1% | +20.0% | -88.0% | -72.4% |
| 3Y | +22.3% | +77.2% | -54.8% | -21.8% |
| 5Y | -66.2% | +81.9% | -148.1% | -78.9% |
| 10Y | -57.9% | +314.1% | -372.0% | -85.2% |
| All | -27.2% | +911.5% | -938.8% | -83.6% |
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