-25.1%
ARX vs SPY
+22.0%
-47.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +59.2% | -0.9% | +60.2% | +59.5% |
| 3M | +38.5% | +3.9% | +34.7% | +38.8% |
| 6M | +76.5% | +14.5% | +62.0% | +70.3% |
| YTD | +21.3% | +12.9% | +8.4% | +18.9% |
| 1Y | -1.9% | +19.4% | -21.2% | -7.3% |
| All | -25.1% | +22.0% | -47.2% | -31.0% |
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 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