-52.0%
ABAT vs SPY
+311.3%
-363.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.8% |
| 7D | +8.5% | +0.5% | +7.9% | +7.7% |
| 30D | +7.7% | -0.9% | +8.6% | +9.1% |
| 3M | -26.1% | +3.9% | -29.9% | -28.9% |
| 6M | -16.6% | +14.5% | -31.1% | -27.5% |
| YTD | -15.9% | +12.9% | -28.8% | -25.1% |
| 1Y | +18.1% | +19.4% | -1.3% | +0.1% |
| 3Y | -70.5% | +78.5% | -148.9% | -83.6% |
| 5Y | -86.3% | +81.8% | -168.0% | -92.5% |
| 10Y | -52.0% | +311.5% | -363.5% | -81.4% |
| All | -52.0% | +311.3% | -363.3% | -81.4% |
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