+1,172.5%
ARW vs SPY
+3,056.6%
-1,884.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.5% |
| 7D | -2.3% | -0.9% | -1.4% | -0.7% |
| 30D | -12.3% | -2.4% | -9.9% | -9.2% |
| 3M | -4.1% | -1.2% | -2.9% | -2.1% |
| 6M | -2.2% | +3.3% | -5.5% | -4.9% |
| YTD | +79.7% | +12.3% | +67.4% | +59.3% |
| 1Y | +79.3% | +12.4% | +66.9% | +58.7% |
| 3Y | +64.3% | +78.8% | -14.5% | -15.5% |
| 5Y | +60.3% | +75.2% | -14.9% | -16.0% |
| 10Y | +210.5% | +311.1% | -100.6% | -39.2% |
| All | +1,172.5% | +3,056.6% | -1,884.1% | -67.8% |
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