+5.4%
ARTW vs SPY
+315.0%
-309.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +7.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -16.7% | -3.3% | -13.3% | -15.6% |
| 3M | +34.1% | -2.4% | +36.5% | +35.4% |
| 6M | +16.1% | +2.6% | +13.6% | +15.3% |
| YTD | +25.5% | +11.2% | +14.3% | +21.5% |
| 1Y | +28.3% | +13.4% | +14.9% | +23.5% |
| 3Y | +46.0% | +79.9% | -33.9% | +21.5% |
| 5Y | -24.0% | +72.2% | -96.2% | -35.9% |
| 10Y | +5.4% | +307.3% | -302.0% | -50.0% |
| All | +5.4% | +315.0% | -309.7% | -50.0% |
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