-25.1%
ARX vs SPY
+21.5%
-46.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +64.8% | -1.4% | +66.2% | +65.2% |
| 3M | +41.3% | +3.7% | +37.6% | +41.6% |
| 6M | +81.4% | +13.0% | +68.4% | +76.3% |
| YTD | +21.3% | +12.4% | +8.9% | +19.0% |
| 1Y | -1.2% | +18.5% | -19.7% | -6.5% |
| All | -25.1% | +21.5% | -46.6% | -30.9% |
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