-47.0%
ABAT vs SPY
+379.2%
-426.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 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% | -25.8% |
| 6M | -20.8% | +13.0% | -33.8% | -30.1% |
| YTD | -16.8% | +13.5% | -30.3% | -26.6% |
| 1Y | +10.8% | +20.0% | -9.2% | -7.0% |
| 3Y | -71.5% | +77.2% | -148.7% | -84.3% |
| 5Y | -87.2% | +81.9% | -169.1% | -93.1% |
| 10Y | -69.1% | +314.1% | -383.2% | -92.1% |
| All | -47.0% | +379.2% | -426.3% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling