+2,775.3%
ABCB vs SPY
+2,768.0%
+7.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -0.8% | -2.7% | +1.9% | +2.1% |
| 30D | +3.7% | -5.4% | +9.1% | +9.9% |
| 3M | -7.0% | -4.1% | -2.9% | -3.0% |
| 6M | -5.8% | +0.7% | -6.5% | -7.2% |
| YTD | +10.9% | +8.7% | +2.3% | +0.3% |
| 1Y | +13.3% | +10.9% | +2.4% | +0.1% |
| 3Y | +104.6% | +75.0% | +29.6% | +9.8% |
| 5Y | +58.1% | +67.8% | -9.7% | -11.1% |
| 10Y | +157.7% | +312.9% | -155.2% | -42.2% |
| All | +2,775.3% | +2,768.0% | +7.3% | +131.8% |
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