-86.9%
ABAT vs SPY
+82.0%
-168.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.8% |
| 7D | +8.2% | +0.1% | +8.1% | +8.0% |
| 30D | +19.8% | +0.1% | +19.8% | +20.0% |
| 3M | -25.1% | +2.0% | -27.1% | -26.1% |
| 6M | -20.8% | +13.0% | -33.8% | -32.1% |
| YTD | -16.8% | +13.5% | -30.3% | -28.7% |
| 1Y | +10.8% | +20.0% | -9.2% | -10.4% |
| 3Y | -71.5% | +77.2% | -148.7% | -85.7% |
| All | -86.9% | +82.0% | -168.9% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling