-45.4%
ARVN vs SPY
+195.2%
-240.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -2.9% |
| 7D | -8.7% | -0.4% | -8.3% | -8.3% |
| 30D | -2.6% | -1.4% | -1.2% | -0.8% |
| 3M | +21.5% | +3.7% | +17.8% | +16.1% |
| 6M | -34.5% | +13.0% | -47.5% | -43.7% |
| YTD | -26.1% | +12.4% | -38.5% | -36.0% |
| 1Y | +9.5% | +18.5% | -9.0% | -11.3% |
| 3Y | -68.3% | +77.6% | -145.9% | -84.4% |
| 5Y | -90.8% | +81.7% | -172.5% | -95.5% |
| All | -45.4% | +195.2% | -240.6% | -86.8% |
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