-0.9%
ARTW vs SPY
+3,091.8%
-3,092.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.7% |
| 7D | +15.3% | +0.1% | +15.2% | +15.2% |
| 30D | +50.2% | +0.1% | +50.2% | +50.2% |
| 3M | +26.7% | +2.0% | +24.7% | +25.8% |
| 6M | +44.3% | +13.0% | +31.3% | +38.1% |
| YTD | +41.3% | +13.5% | +27.7% | +35.0% |
| 1Y | +0.6% | +20.0% | -19.4% | -5.4% |
| 3Y | +24.8% | +77.2% | -52.4% | +1.0% |
| 5Y | -1.8% | +81.9% | -83.7% | -22.3% |
| 10Y | +14.5% | +314.1% | -299.6% | -35.0% |
| All | -0.9% | +3,091.8% | -3,092.7% | -58.6% |
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 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