-56.3%
ARR vs SPY
+602.1%
-658.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +1.2% | -2.7% | +3.9% | +2.6% |
| 30D | -3.5% | -5.4% | +1.9% | -0.6% |
| 3M | -20.1% | -4.1% | -16.0% | -18.4% |
| 6M | -20.9% | +0.7% | -21.6% | -21.3% |
| YTD | -17.8% | +8.7% | -26.4% | -21.4% |
| 1Y | -9.7% | +10.9% | -20.6% | -14.7% |
| 3Y | +29.8% | +75.0% | -45.2% | -3.5% |
| 5Y | -45.0% | +67.8% | -112.8% | -58.3% |
| 10Y | -56.1% | +312.9% | -368.9% | -75.4% |
| All | -56.3% | +602.1% | -658.4% | -78.3% |
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