-18.5%
ARTW vs SPY
+2,954.7%
-2,973.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.7% | -2.7% | +3.4% | +1.7% |
| 30D | -17.0% | -5.4% | -11.6% | -15.3% |
| 3M | +27.6% | -4.1% | +31.7% | +29.7% |
| 6M | +5.0% | +0.7% | +4.3% | +4.8% |
| YTD | +16.2% | +8.7% | +7.5% | +13.0% |
| 1Y | +16.7% | +10.9% | +5.8% | +12.8% |
| 3Y | +36.5% | +75.0% | -38.5% | +11.1% |
| 5Y | -27.2% | +67.8% | -95.0% | -40.5% |
| 10Y | -5.9% | +312.9% | -318.7% | -46.5% |
| All | -18.5% | +2,954.7% | -2,973.2% | -65.4% |
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