-24.9%
ARTW vs SPY
+72.2%
-97.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -5.0% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | -20.9% | -3.7% | -17.2% | -19.8% |
| 3M | -2.4% | -2.7% | +0.3% | -1.4% |
| 6M | +10.2% | +2.2% | +8.1% | +9.7% |
| YTD | +19.1% | +10.8% | +8.3% | +15.8% |
| 1Y | +15.2% | +11.2% | +4.0% | +11.9% |
| 3Y | +38.6% | +76.5% | -37.9% | +21.6% |
| 5Y | -24.9% | +72.9% | -97.9% | -31.2% |
| All | -24.9% | +72.2% | -97.1% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling