+137.1%
ANDE vs SPY
+311.3%
-174.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.8% |
| 7D | +5.4% | +0.5% | +4.9% | +4.9% |
| 30D | +8.5% | -0.9% | +9.4% | +9.2% |
| 3M | -3.2% | +3.9% | -7.1% | -6.6% |
| 6M | +11.4% | +14.5% | -3.2% | -1.8% |
| YTD | +34.7% | +12.9% | +21.7% | +20.0% |
| 1Y | +75.9% | +19.4% | +56.6% | +48.9% |
| 3Y | +47.6% | +78.5% | -30.8% | -13.2% |
| 5Y | +158.5% | +81.8% | +76.8% | +46.4% |
| 10Y | +137.1% | +311.5% | -174.4% | -36.5% |
| All | +137.1% | +311.3% | -174.2% | -36.5% |
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 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