+139.4%
ANDG vs SPY
+14.2%
+125.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +13.1% | +0.1% | +13.0% | +13.0% |
| 3M | +40.4% | +2.0% | +38.4% | +39.4% |
| 6M | +129.4% | +13.0% | +116.4% | +104.3% |
| YTD | +117.0% | +13.5% | +103.4% | +94.1% |
| All | +139.4% | +14.2% | +125.2% | +112.3% |
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