+34.6%
ANIP vs SPY
+67.4%
-32.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | -6.4% | -2.7% | -3.7% | -4.6% |
| 30D | -6.3% | -5.4% | -0.9% | -2.6% |
| 3M | -18.4% | -4.1% | -14.3% | -16.1% |
| 6M | -19.8% | +0.7% | -20.5% | -20.8% |
| YTD | -14.6% | +8.7% | -23.3% | -20.5% |
| 1Y | -25.3% | +10.9% | -36.2% | -31.5% |
| 3Y | +7.1% | +75.0% | -67.9% | -32.3% |
| All | +34.6% | +67.4% | -32.8% | -11.9% |
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 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