-25.6%
ANPA vs SPY
+24.4%
-49.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -7.6% |
| 7D | -34.0% | -0.8% | -33.2% | -32.5% |
| 30D | -37.9% | -1.1% | -36.9% | -36.3% |
| 3M | -54.0% | +3.9% | -57.9% | -59.1% |
| 6M | -70.6% | +13.6% | -84.2% | -81.2% |
| YTD | -88.2% | +12.7% | -100.8% | -91.4% |
| 1Y | -94.5% | +17.5% | -112.0% | -96.3% |
| All | -25.6% | +24.4% | -49.9% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling