+94.5%
ANDE vs SPY
+304.1%
-209.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -13.1% | -0.6% | -12.5% | -13.0% |
| 30D | -14.7% | -3.7% | -11.0% | -12.4% |
| 3M | -16.6% | -2.7% | -13.8% | -15.2% |
| 6M | -23.3% | +2.2% | -25.5% | -25.5% |
| YTD | +3.8% | +10.8% | -7.1% | -6.7% |
| 1Y | +8.2% | +11.2% | -3.0% | -3.1% |
| 3Y | +15.9% | +76.5% | -60.6% | -31.7% |
| 5Y | +54.8% | +72.9% | -18.1% | -8.8% |
| 10Y | +94.5% | +304.8% | -210.4% | -51.4% |
| All | +94.5% | +304.1% | -209.7% | -51.4% |
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