-99.0%
ARTL vs SPY
+78.1%
-177.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +8.4% | +2.6% | +5.8% | +8.0% |
| 30D | -28.1% | -2.0% | -26.1% | -27.9% |
| 3M | -69.7% | -2.8% | -66.9% | -69.6% |
| 6M | -90.0% | +2.1% | -92.2% | -90.1% |
| YTD | -93.7% | +11.5% | -105.2% | -93.4% |
| 1Y | -95.7% | +13.5% | -109.2% | -95.6% |
| 3Y | -99.0% | +77.7% | -176.7% | -99.3% |
| All | -99.0% | +78.1% | -177.1% | -99.3% |
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 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