+499.7%
ANIK vs SPY
+3,016.9%
-2,517.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | 0.0% | -2.0% | +1.9% | +1.1% |
| 30D | -1.1% | -1.7% | +0.5% | -0.2% |
| 3M | +40.4% | +4.7% | +35.7% | +36.5% |
| 6M | +45.2% | +12.5% | +32.7% | +35.5% |
| YTD | +118.4% | +11.7% | +106.7% | +104.4% |
| 1Y | +149.9% | +17.5% | +132.4% | +127.2% |
| 3Y | +21.3% | +76.6% | -55.3% | -12.4% |
| 5Y | -47.0% | +82.0% | -129.0% | -62.4% |
| 10Y | -54.3% | +317.1% | -371.4% | -78.6% |
| All | +499.7% | +3,016.9% | -2,517.2% | +53.8% |
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 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