-14.8%
ARTV vs SPY
+41.6%
-56.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -3.2% |
| 7D | -8.7% | -0.8% | -7.9% | -7.6% |
| 30D | -11.4% | -1.1% | -10.3% | -10.0% |
| 3M | +27.8% | +3.9% | +23.9% | +20.3% |
| 6M | +43.3% | +13.6% | +29.7% | +19.5% |
| YTD | +138.2% | +12.7% | +125.6% | +99.9% |
| 1Y | +284.2% | +17.5% | +266.7% | +206.4% |
| All | -14.8% | +41.6% | -56.5% | -37.6% |
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