+49.5%
ARTY vs SPY
+74.0%
-24.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | +14.2% | +3.3% | +10.9% | +9.0% |
| 30D | -13.1% | -2.7% | -10.4% | -8.8% |
| 3M | -11.8% | -1.7% | -10.1% | -8.6% |
| 6M | +0.3% | +3.1% | -2.8% | -1.7% |
| YTD | +39.3% | +11.9% | +27.4% | +22.9% |
| 1Y | +38.7% | +12.0% | +26.7% | +22.4% |
| 3Y | +119.5% | +78.2% | +41.3% | +7.7% |
| 5Y | +49.5% | +73.2% | -23.8% | -22.4% |
| All | +49.5% | +74.0% | -24.6% | -22.4% |
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 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