+18.6%
ANIP vs SPY
+308.5%
-289.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +2.1% | +3.3% | -1.2% | -1.1% |
| 30D | +0.3% | -2.7% | +3.0% | +2.7% |
| 3M | -5.4% | -1.7% | -3.7% | -4.1% |
| 6M | -10.6% | +3.1% | -13.7% | -14.0% |
| YTD | -10.0% | +11.9% | -21.9% | -20.2% |
| 1Y | -18.6% | +12.0% | -30.6% | -27.9% |
| 3Y | +36.2% | +78.2% | -41.9% | -25.8% |
| 5Y | +56.0% | +73.2% | -17.3% | -13.5% |
| All | +18.6% | +308.5% | -289.9% | -72.9% |
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