+148.1%
ANGL vs SPY
+605.9%
-457.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.9% | +2.6% | -3.5% | -1.7% |
| 30D | +0.1% | -2.0% | +2.1% | +0.7% |
| 3M | -4.2% | -2.8% | -1.4% | -3.4% |
| 6M | -2.3% | +2.1% | -4.4% | -3.1% |
| YTD | -1.4% | +11.5% | -12.9% | -5.0% |
| 1Y | +0.2% | +13.5% | -13.3% | -4.1% |
| 3Y | +21.3% | +77.7% | -56.4% | -0.6% |
| 5Y | +10.2% | +72.6% | -62.4% | -9.6% |
| 10Y | +70.4% | +308.2% | -237.7% | +8.5% |
| All | +148.1% | +605.9% | -457.9% | +46.2% |
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