+178.4%
ANDG vs SPY
+12.6%
+165.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -1.3% | +3.3% | -4.6% | -3.3% |
| 30D | +12.7% | -2.7% | +15.4% | +14.6% |
| 3M | +30.8% | -1.7% | +32.6% | +32.2% |
| 6M | +79.8% | +3.1% | +76.7% | +75.0% |
| YTD | +152.3% | +11.9% | +140.4% | +127.6% |
| All | +178.4% | +12.6% | +165.8% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling