-95.3%
ANGI vs SPY
+322.5%
-417.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.5% |
| 7D | -3.7% | -0.8% | -2.9% | -2.8% |
| 30D | +9.0% | -1.1% | +10.1% | +10.5% |
| 3M | -14.0% | +3.9% | -17.9% | -17.8% |
| 6M | -42.4% | +13.6% | -56.0% | -50.7% |
| YTD | -63.5% | +12.7% | -76.2% | -68.4% |
| 1Y | -73.7% | +17.5% | -91.2% | -78.3% |
| 3Y | -79.2% | +76.9% | -156.1% | -89.2% |
| 5Y | -95.5% | +83.6% | -179.1% | -97.7% |
| All | -95.3% | +322.5% | -417.7% | -98.8% |
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