+41.1%
ARTNA vs SPY
+309.9%
-268.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | -2.2% | -2.4% | +0.2% | -1.4% |
| 3M | -4.7% | -1.2% | -3.6% | -4.4% |
| 6M | +4.9% | +3.3% | +1.6% | +3.1% |
| YTD | +7.7% | +12.3% | -4.6% | +2.1% |
| 1Y | +6.0% | +12.4% | -6.4% | +0.4% |
| 3Y | -9.6% | +78.8% | -88.4% | -32.2% |
| 5Y | -9.7% | +75.2% | -84.8% | -32.5% |
| All | +41.1% | +309.9% | -268.9% | -42.9% |
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 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