+8,787.2%
AN vs SPY
+3,045.4%
+5,741.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | -4.0% | +3.3% | -7.3% | -7.0% |
| 30D | +16.2% | -2.7% | +18.9% | +18.6% |
| 3M | -13.5% | -1.7% | -11.7% | -12.6% |
| 6M | -7.6% | +3.1% | -10.7% | -11.3% |
| YTD | -12.6% | +11.9% | -24.5% | -22.6% |
| 1Y | -6.8% | +12.0% | -18.8% | -17.6% |
| 3Y | +36.0% | +78.2% | -42.2% | -23.3% |
| 5Y | +40.3% | +73.2% | -33.0% | -18.8% |
| 10Y | +318.8% | +309.6% | +9.2% | +6.9% |
| All | +8,787.2% | +3,045.4% | +5,741.8% | +324.9% |
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