+862.1%
ANF vs SPY
+318.9%
+543.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.2% |
| 7D | -0.4% | -2.0% | +1.6% | +2.2% |
| 30D | +21.2% | -1.7% | +22.8% | +23.8% |
| 3M | +67.5% | +4.7% | +62.8% | +57.9% |
| 6M | +64.6% | +12.5% | +52.1% | +40.9% |
| YTD | +13.6% | +11.7% | +1.8% | -2.0% |
| 1Y | +48.3% | +17.5% | +30.9% | +19.9% |
| 3Y | +168.1% | +76.6% | +91.5% | +30.0% |
| 5Y | +304.3% | +82.0% | +222.3% | +92.9% |
| All | +862.1% | +318.9% | +543.2% | +70.3% |
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 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