+71.7%
ANRO vs SPY
+62.0%
+9.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +26.8% | +0.1% | +26.8% | +26.8% |
| 3M | +77.5% | +2.0% | +75.5% | +73.7% |
| 6M | +65.9% | +13.0% | +52.9% | +44.8% |
| YTD | +99.7% | +13.5% | +86.2% | +73.2% |
| 1Y | +912.8% | +20.0% | +892.9% | +748.6% |
| All | +71.7% | +62.0% | +9.7% | +44.8% |
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