+86.2%
ARW vs SPY
+81.0%
+5.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.7% |
| 7D | +3.2% | -0.4% | +3.5% | +3.6% |
| 30D | +6.0% | -1.4% | +7.4% | +7.5% |
| 3M | -2.1% | +3.7% | -5.8% | -5.7% |
| 6M | +53.6% | +13.0% | +40.6% | +35.7% |
| YTD | +94.9% | +12.4% | +82.5% | +73.4% |
| 1Y | +70.1% | +18.5% | +51.6% | +43.6% |
| 3Y | +69.9% | +77.6% | -7.7% | -4.6% |
| 5Y | +86.2% | +81.7% | +4.5% | +1.4% |
| All | +86.2% | +81.0% | +5.2% | +1.4% |
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