+2,125.1%
ANDE vs SPY
+1,922.8%
+202.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +7.4% | +0.1% | +7.2% | +7.3% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | -4.7% | +2.0% | -6.7% | -6.3% |
| 6M | +7.5% | +13.0% | -5.5% | -1.6% |
| YTD | +31.6% | +13.5% | +18.1% | +19.9% |
| 1Y | +69.5% | +20.0% | +49.5% | +48.6% |
| 3Y | +39.4% | +77.2% | -37.7% | -6.0% |
| 5Y | +150.7% | +81.9% | +68.8% | +64.1% |
| 10Y | +123.1% | +314.1% | -190.9% | -11.7% |
| All | +2,125.1% | +1,922.8% | +202.4% | +530.7% |
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