Grammatically, it is correct.

Using the word arrive is kind of formal. In an informal context i would say "he always comes at 2am". . you can also say "he always arrives at 2 am": This suggest that you know he is going to come at 2am. "he always arrived at 2 am" suggest that he used to come at 2 am and this time the person is late than before. may be 2.20am.