-25.0%
ARX vs SPY
+22.7%
-47.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +62.2% | +0.1% | +62.1% | +62.3% |
| 3M | +34.8% | +2.0% | +32.8% | +36.0% |
| 6M | +75.5% | +13.0% | +62.5% | +71.5% |
| YTD | +21.6% | +13.5% | +8.0% | +19.1% |
| 1Y | -3.3% | +20.0% | -23.3% | -8.7% |
| All | -25.0% | +22.7% | -47.7% | -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 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