+2,343.1%
ARTNA vs SPY
+2,912.2%
-569.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +7.2% | +0.1% | +7.1% | +7.2% |
| 3M | +12.6% | +2.0% | +10.6% | +11.9% |
| 6M | +7.5% | +13.0% | -5.5% | +3.8% |
| YTD | +17.8% | +13.5% | +4.3% | +13.5% |
| 1Y | +14.3% | +20.0% | -5.7% | +8.3% |
| 3Y | -13.2% | +77.2% | -90.4% | -26.8% |
| 5Y | +7.1% | +81.9% | -74.8% | -11.0% |
| 10Y | +77.0% | +314.1% | -237.0% | +18.9% |
| All | +2,343.1% | +2,912.2% | -569.1% | +1,343.0% |
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