-79.9%
ARRY vs SPY
+78.7%
-158.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.0% |
| 7D | +7.8% | +0.5% | +7.2% | +6.8% |
| 30D | -15.3% | -0.9% | -14.4% | -14.0% |
| 3M | -40.1% | +3.9% | -43.9% | -42.7% |
| 6M | -31.0% | +14.5% | -45.5% | -41.9% |
| YTD | -49.0% | +12.9% | -61.9% | -55.9% |
| 1Y | -46.3% | +19.4% | -65.6% | -55.9% |
| 3Y | -79.9% | +78.5% | -158.4% | -92.8% |
| All | -79.9% | +78.7% | -158.6% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling