+157.8%
ANGL vs SPY
+618.9%
-461.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +0.7% | +2.0% | -1.3% | 0.0% |
| 6M | +1.3% | +13.0% | -11.7% | -2.7% |
| YTD | +2.5% | +13.5% | -11.1% | -1.8% |
| 1Y | +4.6% | +20.0% | -15.3% | -1.6% |
| 3Y | +25.8% | +77.2% | -51.4% | +3.3% |
| 5Y | +14.5% | +81.9% | -67.4% | -7.6% |
| 10Y | +73.2% | +314.1% | -240.9% | +9.8% |
| All | +157.8% | +618.9% | -461.2% | +51.1% |
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