-99.9%
ARTL vs SPY
+72.2%
-172.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | -10.8% | -0.6% | -10.2% | -10.4% |
| 30D | -34.3% | -3.7% | -30.6% | -32.7% |
| 3M | -66.2% | -2.7% | -63.5% | -65.7% |
| 6M | -90.6% | +2.2% | -92.8% | -90.7% |
| YTD | -93.5% | +10.8% | -104.3% | -93.8% |
| 1Y | -96.2% | +11.2% | -107.5% | -96.4% |
| 3Y | -99.0% | +76.5% | -175.4% | -99.4% |
| 5Y | -99.9% | +72.9% | -172.8% | -99.9% |
| All | -99.9% | +72.2% | -172.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling