-57.9%
ARR vs SPY
+625.5%
-683.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.6% |
| 7D | -3.6% | -0.9% | -2.7% | -3.2% |
| 30D | -10.1% | -2.4% | -7.7% | -9.0% |
| 3M | -23.5% | -1.2% | -22.4% | -23.1% |
| 6M | -25.0% | +3.3% | -28.3% | -26.4% |
| YTD | -20.7% | +12.3% | -33.0% | -25.6% |
| 1Y | -15.1% | +12.4% | -27.6% | -20.4% |
| 3Y | +23.8% | +78.8% | -55.0% | -9.1% |
| 5Y | -45.6% | +75.2% | -120.8% | -59.7% |
| 10Y | -57.9% | +311.1% | -369.0% | -76.6% |
| All | -57.9% | +625.5% | -683.4% | -79.4% |
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