+12.6%
ANGO vs SPY
+920.3%
-907.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.1% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -2.7% | -1.4% | -1.4% | -1.5% |
| 3M | +24.1% | +3.7% | +20.4% | +19.8% |
| 6M | +42.1% | +13.0% | +29.1% | +26.8% |
| YTD | +19.3% | +12.4% | +6.9% | +7.0% |
| 1Y | +39.1% | +18.5% | +20.6% | +18.7% |
| 3Y | +115.5% | +77.6% | +37.8% | +27.1% |
| 5Y | -44.2% | +81.7% | -125.9% | -67.8% |
| 10Y | -6.6% | +319.7% | -326.2% | -74.8% |
| All | +12.6% | +920.3% | -907.7% | -88.5% |
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