+10,355.2%
AN vs SPY
+3,091.8%
+7,263.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.9% |
| 7D | +6.1% | +0.1% | +6.0% | +6.0% |
| 30D | -1.6% | +0.1% | -1.6% | -1.6% |
| 3M | +12.9% | +2.0% | +10.9% | +10.2% |
| 6M | +8.5% | +13.0% | -4.5% | -4.2% |
| YTD | +2.8% | +13.5% | -10.7% | -9.6% |
| 1Y | -5.9% | +20.0% | -25.9% | -21.7% |
| 3Y | +32.2% | +77.2% | -45.0% | -24.5% |
| 5Y | +99.8% | +81.9% | +18.0% | +11.1% |
| 10Y | +339.0% | +314.1% | +25.0% | +11.8% |
| All | +10,355.2% | +3,091.8% | +7,263.5% | +396.5% |
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