-99.0%
ARTL vs SPY
+78.0%
-177.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +8.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -36.5% | -3.3% | -33.2% | -36.3% |
| 3M | -68.1% | -2.4% | -65.7% | -68.0% |
| 6M | -90.9% | +2.6% | -93.5% | -91.0% |
| YTD | -93.7% | +11.2% | -105.0% | -93.4% |
| 1Y | -96.5% | +13.4% | -109.9% | -96.4% |
| 3Y | -99.0% | +79.9% | -178.9% | -99.2% |
| All | -99.0% | +78.0% | -177.0% | -99.2% |
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