-85.8%
ARRY vs SPY
+137.4%
-223.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +2.4% | -13.7% | -15.3% |
| 7D | +36.6% | +0.1% | +36.5% | +35.6% |
| 30D | +41.0% | -3.3% | +44.4% | +48.8% |
| 3M | -6.5% | -2.4% | -4.1% | -2.8% |
| 6M | -39.4% | +2.6% | -42.0% | -41.0% |
| YTD | -43.7% | +11.2% | -54.9% | -51.2% |
| 1Y | -39.2% | +13.4% | -52.6% | -48.4% |
| 3Y | -62.3% | +79.9% | -142.2% | -85.8% |
| 5Y | -75.9% | +72.2% | -148.1% | -89.2% |
| All | -85.8% | +137.4% | -223.2% | -95.6% |
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