Anarchy more particularly means without hierarchy, of course having absolutely no hierarchy is disasterous. So more or less the definition is no unjustified hierarchy.

The main point with capitalism is the fact that capitalism must indeed have hierarchies which are unjustified such as relationship between the work and the boss. But even if so taking your definition of anarchy that it is without state, it is incredibly disasterous to let people setup their own police forces that have authority over other people: which is also why we have the government, the police isn't owned a by single entity but rather the tax payer. Ontop of that the government is quite nessecary for the capitalist economy as without it and the police there would be no one to enforce private property, which is what most of capitalism is based off.