+262.0%
ARW vs SPY
+322.5%
-60.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.1% | +6.0% |
| 7D | +5.7% | -0.8% | +6.4% | +6.6% |
| 30D | +8.5% | -1.1% | +9.6% | +9.8% |
| 3M | +2.4% | +3.9% | -1.5% | -1.7% |
| 6M | +60.6% | +13.6% | +47.0% | +40.0% |
| YTD | +107.1% | +12.7% | +94.4% | +82.5% |
| 1Y | +76.5% | +17.5% | +59.0% | +48.6% |
| 3Y | +80.2% | +76.9% | +3.3% | -4.0% |
| 5Y | +98.9% | +83.6% | +15.4% | +1.4% |
| All | +262.0% | +322.5% | -60.5% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling