-87.3%
ANVS vs SPY
+154.7%
-242.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -5.6% |
| 7D | -28.2% | -0.4% | -27.9% | -28.1% |
| 30D | -35.4% | -1.4% | -34.1% | -34.5% |
| 3M | -31.1% | +3.7% | -34.8% | -34.1% |
| 6M | -52.5% | +13.0% | -65.5% | -59.0% |
| YTD | -64.7% | +12.4% | -77.1% | -69.2% |
| 1Y | -48.3% | +18.5% | -66.8% | -57.3% |
| 3Y | -89.3% | +77.6% | -167.0% | -94.2% |
| 5Y | -96.5% | +81.7% | -178.2% | -98.1% |
| All | -87.3% | +154.7% | -242.0% | -95.9% |
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