+149.5%
ANF vs SPY
+14.6%
+134.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +7.0% | +6.8% |
| 7D | +6.1% | -0.7% | +6.8% | +6.9% |
| 30D | +21.0% | -1.0% | +22.0% | +22.3% |
| 3M | +55.3% | -0.3% | +55.6% | +55.8% |
| 6M | +116.7% | +7.3% | +109.3% | +100.6% |
| YTD | +35.9% | +13.3% | +22.6% | +18.3% |
| 1Y | +149.5% | +14.8% | +134.7% | +111.4% |
| All | +149.5% | +14.6% | +134.8% | +111.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling