+124.3%
ANF vs SPY
+78.1%
+46.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -0.4% | +2.6% | -3.0% | -3.8% |
| 30D | -0.6% | -2.0% | +1.4% | +2.2% |
| 3M | +36.8% | -2.8% | +39.6% | +42.3% |
| 6M | +107.1% | +2.1% | +104.9% | +101.6% |
| YTD | +18.3% | +11.5% | +6.8% | +2.0% |
| 1Y | +107.9% | +13.5% | +94.4% | +75.3% |
| 3Y | +124.3% | +77.7% | +46.6% | +8.0% |
| All | +124.3% | +78.1% | +46.2% | +8.0% |
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