+34.3%
ANRO vs SPY
+58.8%
-24.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.4% | +8.1% | +7.6% |
| 7D | +25.3% | +0.1% | +25.2% | +25.5% |
| 30D | +14.1% | -3.3% | +17.4% | +19.3% |
| 3M | -3.0% | -2.4% | -0.6% | +0.4% |
| 6M | +14.6% | +2.6% | +12.0% | +12.2% |
| YTD | +56.2% | +11.2% | +44.9% | +39.6% |
| 1Y | +140.7% | +13.4% | +127.3% | +111.9% |
| All | +34.3% | +58.8% | -24.5% | +16.7% |
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