-7.3%
ARTW vs SPY
+307.0%
-314.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | +1.8% | +2.6% | -0.8% | +0.9% |
| 30D | -16.0% | -2.0% | -14.0% | -15.4% |
| 3M | -2.8% | -2.8% | 0.0% | -1.8% |
| 6M | +7.8% | +2.1% | +5.6% | +7.1% |
| YTD | +18.3% | +11.5% | +6.8% | +14.4% |
| 1Y | +25.8% | +13.5% | +12.3% | +21.0% |
| 3Y | +38.3% | +77.7% | -39.4% | +15.6% |
| 5Y | -28.0% | +72.6% | -100.6% | -39.3% |
| All | -7.3% | +307.0% | -314.3% | -54.9% |
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