+64.6%
ANRO vs SPY
+60.4%
+4.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.3% |
| 7D | -7.0% | -0.4% | -6.7% | -6.6% |
| 30D | +20.4% | -1.4% | +21.8% | +22.4% |
| 3M | +61.1% | +3.7% | +57.4% | +54.5% |
| 6M | +54.9% | +13.0% | +41.9% | +35.4% |
| YTD | +91.4% | +12.4% | +79.0% | +68.0% |
| 1Y | +803.7% | +18.5% | +785.2% | +667.3% |
| All | +64.6% | +60.4% | +4.2% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling