-64.5%
ANNA vs SPY
+88.1%
-152.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.3% |
| 7D | +16.7% | -0.8% | +17.4% | +16.3% |
| 30D | +35.7% | -1.1% | +36.7% | +35.1% |
| 3M | +3.6% | +3.9% | -0.3% | +5.6% |
| 6M | +0.6% | +13.6% | -13.0% | +9.0% |
| YTD | +21.7% | +12.7% | +9.0% | +31.8% |
| 1Y | -20.3% | +17.5% | -37.8% | -13.5% |
| 3Y | -67.1% | +76.9% | -144.0% | -62.9% |
| All | -64.5% | +88.1% | -152.5% | -59.9% |
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