-67.4%
ABAT vs SPY
+315.0%
-382.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +3.2% |
| 7D | +6.8% | +0.1% | +6.7% | +7.0% |
| 30D | -27.9% | -3.3% | -24.6% | -24.0% |
| 3M | -45.6% | -2.4% | -43.2% | -43.2% |
| 6M | -55.2% | +2.6% | -57.8% | -55.3% |
| YTD | -57.5% | +11.2% | -68.7% | -61.1% |
| 1Y | -67.9% | +13.4% | -81.3% | -71.1% |
| 3Y | -67.7% | +79.9% | -147.6% | -82.2% |
| 5Y | -93.2% | +72.2% | -165.4% | -96.0% |
| 10Y | -67.4% | +307.3% | -374.7% | -89.0% |
| All | -67.4% | +315.0% | -382.4% | -89.0% |
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