+386.7%
ANAB vs SPY
+283.6%
+103.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -4.0% | -2.0% | -2.0% | -2.1% |
| 30D | -4.7% | -1.7% | -3.0% | -3.1% |
| 3M | +5.9% | +4.7% | +1.1% | +1.1% |
| 6M | +33.4% | +12.5% | +20.9% | +18.9% |
| YTD | +70.7% | +11.7% | +58.9% | +53.3% |
| 1Y | +263.2% | +17.5% | +245.7% | +210.1% |
| 3Y | +312.7% | +76.6% | +236.1% | +132.8% |
| 5Y | +220.6% | +82.0% | +138.5% | +74.2% |
| All | +386.7% | +283.6% | +103.1% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling