+74.3%
ARTNA vs SPY
+311.3%
-237.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +2.9% | +0.5% | +2.3% | +2.6% |
| 30D | +6.8% | -0.9% | +7.8% | +7.2% |
| 3M | +13.8% | +3.9% | +10.0% | +11.8% |
| 6M | +10.9% | +14.5% | -3.7% | +4.3% |
| YTD | +19.4% | +12.9% | +6.5% | +13.0% |
| 1Y | +16.9% | +19.4% | -2.4% | +7.7% |
| 3Y | -11.0% | +78.5% | -89.5% | -33.5% |
| 5Y | +10.2% | +81.8% | -71.5% | -19.6% |
| 10Y | +74.3% | +311.5% | -237.2% | -33.7% |
| All | +74.3% | +311.3% | -237.0% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling