-64.9%
ANTX vs SPY
+79.5%
-144.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.6% |
| 7D | -8.1% | -0.8% | -7.4% | -7.6% |
| 30D | -13.9% | -1.1% | -12.8% | -13.1% |
| 3M | +21.6% | +3.9% | +17.7% | +18.0% |
| 6M | +6.3% | +13.6% | -7.3% | -3.9% |
| YTD | +374.6% | +12.7% | +361.9% | +330.7% |
| 1Y | +326.0% | +17.5% | +308.5% | +273.9% |
| 3Y | -65.5% | +76.9% | -142.4% | -78.9% |
| All | -64.9% | +79.5% | -144.4% | -79.3% |
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