+738.1%
ANL vs SPY
+21.3%
+716.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.4% | +4.5% |
| 7D | +3.0% | +0.3% | +2.7% | +2.6% |
| 30D | +13.5% | +0.2% | +13.2% | +12.8% |
| 3M | +31.0% | +2.8% | +28.2% | +25.0% |
| 6M | +84.1% | +14.3% | +69.9% | +46.5% |
| YTD | +938.7% | +14.0% | +924.7% | +717.0% |
| All | +738.1% | +21.3% | +716.8% | +598.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling