-91.1%
ARVN vs SPY
+82.3%
-173.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -4.2% |
| 7D | -10.0% | -0.8% | -9.2% | -9.1% |
| 30D | -4.7% | -1.1% | -3.7% | -3.3% |
| 3M | +19.2% | +3.9% | +15.3% | +12.9% |
| 6M | -37.3% | +13.6% | -50.9% | -47.5% |
| YTD | -28.8% | +12.7% | -41.4% | -39.5% |
| 1Y | +8.2% | +17.5% | -9.3% | -13.5% |
| 3Y | -69.7% | +76.9% | -146.6% | -86.7% |
| All | -91.1% | +82.3% | -173.3% | -96.3% |
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 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