-94.0%
ABAT vs SPY
+67.4%
-161.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.4% | +11.2% |
| 7D | -5.7% | -2.7% | -3.0% | -1.1% |
| 30D | -36.1% | -5.4% | -30.7% | -29.6% |
| 3M | -44.1% | -4.1% | -40.1% | -39.5% |
| 6M | -60.9% | +0.7% | -61.6% | -59.9% |
| YTD | -60.0% | +8.7% | -68.7% | -62.9% |
| 1Y | -63.8% | +10.9% | -74.7% | -67.0% |
| 3Y | -70.0% | +75.0% | -145.0% | -84.2% |
| All | -94.0% | +67.4% | -161.4% | -96.6% |
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