-43.7%
ANGO vs SPY
+82.3%
-125.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | +0.5% | -0.8% | +1.2% | +1.2% |
| 30D | -3.0% | -1.1% | -2.0% | -2.1% |
| 3M | +26.4% | +3.9% | +22.5% | +21.6% |
| 6M | +38.3% | +13.6% | +24.7% | +21.6% |
| YTD | +18.9% | +12.7% | +6.3% | +5.3% |
| 1Y | +39.3% | +17.5% | +21.8% | +18.3% |
| 3Y | +111.5% | +76.9% | +34.6% | +21.0% |
| All | -43.7% | +82.3% | -125.9% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling