-52.5%
ANVS vs SPY
+15.0%
-67.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -5.4% |
| 7D | -28.2% | -0.4% | -27.9% | -28.0% |
| 30D | -35.4% | -1.4% | -34.1% | -34.0% |
| 3M | -31.1% | +3.7% | -34.8% | -35.9% |
| 6M | -52.5% | +13.0% | -65.5% | -62.5% |
| All | -52.5% | +15.0% | -67.5% | -62.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling