-45.2%
ARR vs SPY
+633.6%
-678.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | -0.9% | +2.0% | -2.9% | -2.0% |
| 6M | -0.2% | +13.0% | -13.2% | -6.5% |
| YTD | +3.2% | +13.5% | -10.3% | -3.6% |
| 1Y | +24.0% | +20.0% | +4.1% | +12.4% |
| 3Y | +11.0% | +77.2% | -66.1% | -17.9% |
| 5Y | -29.9% | +81.9% | -111.8% | -49.0% |
| 10Y | -42.6% | +314.1% | -356.6% | -68.3% |
| All | -45.2% | +633.6% | -678.7% | -73.3% |
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