+90.6%
ANDE vs SPY
+315.0%
-224.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.8% |
| 7D | -13.7% | +0.1% | -13.8% | -14.1% |
| 30D | -13.6% | -3.3% | -10.3% | -11.6% |
| 3M | -15.4% | -2.4% | -12.9% | -14.2% |
| 6M | -22.3% | +2.6% | -24.9% | -24.7% |
| YTD | +5.1% | +11.2% | -6.2% | -5.8% |
| 1Y | +10.9% | +13.4% | -2.5% | -2.3% |
| 3Y | +21.2% | +79.9% | -58.7% | -29.8% |
| 5Y | +56.3% | +72.2% | -15.9% | -7.4% |
| 10Y | +90.6% | +307.3% | -216.7% | -52.9% |
| All | +90.6% | +315.0% | -224.4% | -52.9% |
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 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