-99.9%
ARTL vs SPY
+190.0%
-290.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -10.6% | +0.1% | -10.7% | -10.7% |
| 3M | -53.1% | +2.0% | -55.1% | -53.8% |
| 6M | -81.4% | +13.0% | -94.4% | -83.1% |
| YTD | -81.7% | +13.5% | -95.2% | -83.4% |
| 1Y | -94.9% | +20.0% | -114.8% | -95.6% |
| 3Y | -98.0% | +77.2% | -175.2% | -98.9% |
| 5Y | -99.7% | +81.9% | -181.6% | -99.8% |
| All | -99.9% | +190.0% | -290.0% | -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 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