+2,917.5%
ABCB vs SPY
+2,896.7%
+20.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 6M | +8.9% | +13.0% | -4.2% | -5.4% |
| YTD | +16.4% | +13.5% | +2.9% | +0.6% |
| 1Y | +16.7% | +20.0% | -3.2% | -5.1% |
| 3Y | +113.5% | +77.2% | +36.3% | +13.5% |
| 5Y | +90.9% | +81.9% | +9.0% | -1.5% |
| 10Y | +177.8% | +314.1% | -136.3% | -37.9% |
| All | +2,917.5% | +2,896.7% | +20.8% | +132.5% |
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