+1,847.5%
ANF vs SPY
+1,767.9%
+79.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +36.7% | +0.1% | +36.7% | +36.6% |
| 3M | +92.7% | +2.0% | +90.7% | +88.6% |
| 6M | +56.5% | +13.0% | +43.5% | +36.3% |
| YTD | +18.9% | +13.5% | +5.4% | +2.8% |
| 1Y | +60.1% | +20.0% | +40.1% | +30.2% |
| 3Y | +174.6% | +77.2% | +97.4% | +47.2% |
| 5Y | +330.3% | +81.9% | +248.5% | +130.0% |
| 10Y | +941.2% | +314.1% | +627.1% | +138.4% |
| All | +1,847.5% | +1,767.9% | +79.5% | +37.0% |
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 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