+173.5%
ABCB vs SPY
+313.2%
-139.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -3.2% | +0.1% | -3.3% | -3.3% |
| 3M | +1.3% | +2.0% | -0.7% | -1.5% |
| 6M | +8.9% | +13.0% | -4.2% | -6.8% |
| YTD | +16.4% | +13.5% | +2.9% | -0.9% |
| 1Y | +16.7% | +20.0% | -3.2% | -7.3% |
| 3Y | +113.5% | +77.2% | +36.3% | +4.8% |
| 5Y | +90.9% | +81.9% | +9.0% | -9.6% |
| All | +173.5% | +313.2% | -139.7% | -52.9% |
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