-90.3%
ANVS vs SPY
+77.0%
-167.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.7% | -7.3% |
| 7D | -19.4% | -0.8% | -18.7% | -18.4% |
| 30D | -37.8% | -1.1% | -36.7% | -36.9% |
| 3M | -38.8% | +3.9% | -42.7% | -42.7% |
| 6M | -55.2% | +13.6% | -68.8% | -63.7% |
| YTD | -67.6% | +12.7% | -80.3% | -73.3% |
| 1Y | -53.1% | +17.5% | -70.6% | -63.5% |
| 3Y | -90.3% | +76.9% | -167.2% | -94.3% |
| All | -90.3% | +77.0% | -167.3% | -94.3% |
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 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