+58.8%
ARTNA vs SPY
+315.0%
-256.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.9% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +0.3% | -3.3% | +3.6% | +1.5% |
| 3M | -1.8% | -2.4% | +0.6% | -1.0% |
| 6M | +7.3% | +2.6% | +4.7% | +5.8% |
| YTD | +9.8% | +11.2% | -1.5% | +4.5% |
| 1Y | +5.6% | +13.4% | -7.8% | -0.4% |
| 3Y | -8.4% | +79.9% | -88.3% | -31.5% |
| 5Y | -6.6% | +72.2% | -78.8% | -29.6% |
| 10Y | +58.8% | +307.3% | -248.5% | -30.0% |
| All | +58.8% | +315.0% | -256.2% | -30.0% |
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 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