+3.4%
ANL vs SPY
+83.5%
-80.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.8% |
| 7D | +13.8% | +0.5% | +13.2% | +13.3% |
| 30D | +16.8% | -0.9% | +17.7% | +17.8% |
| 3M | +51.6% | +3.9% | +47.7% | +46.9% |
| 6M | +74.1% | +14.5% | +59.6% | +58.0% |
| YTD | +992.3% | +12.9% | +979.3% | +896.6% |
| 1Y | +812.4% | +19.4% | +793.0% | +704.0% |
| All | +3.4% | +83.5% | -80.1% | -28.7% |
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