-68.5%
ANIP vs SPY
+731.8%
-800.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | -6.4% | -2.7% | -3.7% | -4.2% |
| 30D | -6.3% | -5.4% | -0.9% | -1.9% |
| 3M | -18.4% | -4.1% | -14.3% | -15.6% |
| 6M | -19.8% | +0.7% | -20.5% | -20.9% |
| YTD | -14.6% | +8.7% | -23.3% | -21.4% |
| 1Y | -25.3% | +10.9% | -36.2% | -32.4% |
| 3Y | +7.1% | +75.0% | -67.9% | -35.8% |
| 5Y | +34.8% | +67.8% | -33.0% | -16.9% |
| 10Y | +34.0% | +312.9% | -278.8% | -61.0% |
| All | -68.5% | +731.8% | -800.3% | -94.4% |
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 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