+196.3%
ARW vs SPY
+307.0%
-110.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +6.5% | +2.6% | +3.9% | +3.6% |
| 30D | -14.0% | -2.0% | -12.0% | -11.5% |
| 3M | -7.8% | -2.8% | -5.0% | -4.1% |
| 6M | -8.9% | +2.1% | -11.1% | -10.2% |
| YTD | +75.1% | +11.5% | +63.6% | +57.3% |
| 1Y | +75.0% | +13.5% | +61.6% | +54.3% |
| 3Y | +61.9% | +77.7% | -15.8% | -13.5% |
| 5Y | +54.4% | +72.6% | -18.2% | -14.7% |
| All | +196.3% | +307.0% | -110.7% | -42.0% |
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