+243.0%
ARTY vs SPY
+223.0%
+19.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.4% | +0.1% | +5.4% | +5.4% |
| 3M | -2.8% | +2.0% | -4.8% | -4.1% |
| 6M | +54.3% | +13.0% | +41.3% | +35.7% |
| YTD | +58.1% | +13.5% | +44.6% | +38.8% |
| 1Y | +79.1% | +20.0% | +59.1% | +48.1% |
| 3Y | +137.3% | +77.2% | +60.1% | +29.5% |
| 5Y | +74.3% | +81.9% | -7.5% | -6.1% |
| All | +243.0% | +223.0% | +19.9% | +6.3% |
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