-98.3%
ANIX vs SPY
+3,056.6%
-3,154.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.5% | -10.0% |
| 7D | -15.2% | -0.9% | -14.3% | -14.7% |
| 30D | -2.1% | -2.4% | +0.2% | -0.5% |
| 3M | -13.7% | -1.2% | -12.5% | -12.9% |
| 6M | -8.3% | +3.3% | -11.5% | -10.0% |
| YTD | -10.9% | +12.3% | -23.2% | -16.8% |
| 1Y | -39.6% | +12.4% | -52.0% | -43.5% |
| 3Y | -5.1% | +78.8% | -83.9% | -32.5% |
| 5Y | -40.9% | +75.2% | -116.0% | -57.3% |
| 10Y | -52.1% | +311.1% | -363.2% | -77.9% |
| All | -98.3% | +3,056.6% | -3,154.9% | -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