+272.6%
ABFL vs SPY
+310.1%
-37.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -2.1% | -2.0% | -0.1% | -0.2% |
| 30D | -4.4% | -1.7% | -2.8% | -2.9% |
| 3M | +1.3% | +4.7% | -3.5% | -3.1% |
| 6M | +10.3% | +12.5% | -2.2% | -1.3% |
| YTD | +12.7% | +11.7% | +0.9% | +1.6% |
| 1Y | +12.8% | +17.5% | -4.7% | -2.9% |
| 3Y | +54.6% | +76.6% | -21.9% | -9.6% |
| 5Y | +63.5% | +82.0% | -18.5% | -7.4% |
| All | +272.6% | +310.1% | -37.6% | -4.3% |
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