-98.1%
ANIX vs SPY
+3,015.5%
-3,113.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | 0.0% | -0.6% | +0.6% | +0.5% |
| 30D | +5.5% | -3.7% | +9.2% | +8.3% |
| 3M | -5.8% | -2.7% | -3.1% | -3.9% |
| 6M | +2.0% | +2.2% | -0.2% | +0.9% |
| YTD | -1.9% | +10.8% | -12.8% | -7.5% |
| 1Y | -27.0% | +11.2% | -38.2% | -31.1% |
| 3Y | +4.4% | +76.5% | -72.0% | -25.0% |
| 5Y | -34.6% | +72.9% | -107.6% | -52.3% |
| 10Y | -47.7% | +304.8% | -352.5% | -75.6% |
| All | -98.1% | +3,015.5% | -3,113.6% | -99.9% |
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 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