-100.0%
ARTL vs SPY
+176.7%
-276.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.4% | -2.4% | -3.3% |
| 7D | -8.4% | -4.7% | -3.7% | -4.8% |
| 30D | -38.9% | -5.9% | -33.0% | -35.9% |
| 3M | -68.7% | -4.5% | -64.2% | -67.6% |
| 6M | -92.4% | +1.8% | -94.2% | -92.5% |
| YTD | -93.6% | +8.3% | -101.9% | -94.0% |
| 1Y | -96.0% | +9.3% | -105.3% | -96.3% |
| 3Y | -99.0% | +74.9% | -173.9% | -99.4% |
| 5Y | -99.9% | +67.3% | -167.2% | -100.0% |
| All | -100.0% | +176.7% | -276.7% | -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 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