-100.0%
ARTL vs SPY
+184.8%
-284.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +8.4% | +2.6% | +5.8% | +6.3% |
| 30D | -28.1% | -2.0% | -26.1% | -26.9% |
| 3M | -69.7% | -2.8% | -66.9% | -69.0% |
| 6M | -90.0% | +2.1% | -92.2% | -90.2% |
| YTD | -93.7% | +11.5% | -105.2% | -94.2% |
| 1Y | -95.7% | +13.5% | -109.2% | -96.2% |
| 3Y | -99.0% | +77.7% | -176.7% | -99.4% |
| 5Y | -99.9% | +72.6% | -172.5% | -99.9% |
| All | -100.0% | +184.8% | -284.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling