+13.7%
ANIP vs SPY
+311.3%
-297.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -2.3% | +0.5% | -2.9% | -2.9% |
| 30D | -10.2% | -0.9% | -9.3% | -9.5% |
| 3M | -12.4% | +3.9% | -16.2% | -15.9% |
| 6M | -5.1% | +14.5% | -19.7% | -17.5% |
| YTD | -11.0% | +12.9% | -24.0% | -21.7% |
| 1Y | -26.2% | +19.4% | -45.6% | -38.7% |
| 3Y | +13.4% | +78.5% | -65.1% | -38.5% |
| 5Y | +149.0% | +81.8% | +67.3% | +30.5% |
| 10Y | +13.7% | +311.5% | -297.8% | -79.4% |
| All | +13.7% | +311.3% | -297.6% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling