-66.7%
ANIP vs SPY
+769.1%
-835.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -10.8% | +0.1% | -10.9% | -10.9% |
| 3M | -10.1% | +2.0% | -12.1% | -12.1% |
| 6M | -6.9% | +13.0% | -19.9% | -16.8% |
| YTD | -9.8% | +13.5% | -23.3% | -19.9% |
| 1Y | -25.8% | +20.0% | -45.8% | -37.2% |
| 3Y | +10.3% | +77.2% | -66.9% | -34.5% |
| 5Y | +141.5% | +81.9% | +59.6% | +39.1% |
| 10Y | +19.0% | +314.1% | -295.1% | -65.4% |
| All | -66.7% | +769.1% | -835.8% | -94.3% |
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