+308.1%
ANAB vs SPY
+282.8%
+25.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | -0.4% | +2.6% | -3.0% | -2.9% |
| 30D | -0.9% | -2.0% | +1.1% | +1.1% |
| 3M | -17.4% | -2.8% | -14.7% | -15.2% |
| 6M | -26.2% | +2.1% | -28.4% | -27.9% |
| YTD | +43.1% | +11.5% | +31.6% | +28.7% |
| 1Y | +108.6% | +13.5% | +95.1% | +84.5% |
| 3Y | +395.9% | +77.7% | +318.2% | +178.4% |
| 5Y | +111.8% | +72.6% | +39.2% | +21.7% |
| All | +308.1% | +282.8% | +25.3% | -7.0% |
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