+8,651.3%
AN vs SPY
+3,034.0%
+5,617.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | -3.4% | +2.6% | -6.0% | -5.8% |
| 30D | +16.0% | -2.0% | +18.0% | +17.6% |
| 3M | -14.7% | -2.8% | -11.9% | -13.0% |
| 6M | -7.0% | +2.1% | -9.1% | -9.9% |
| YTD | -13.9% | +11.5% | -25.4% | -23.5% |
| 1Y | -9.7% | +13.5% | -23.2% | -21.1% |
| 3Y | +34.3% | +77.7% | -43.4% | -24.1% |
| 5Y | +38.1% | +72.6% | -34.5% | -19.7% |
| 10Y | +312.4% | +308.2% | +4.3% | +5.6% |
| All | +8,651.3% | +3,034.0% | +5,617.3% | +319.9% |
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