+52.1%
ABFL vs SPY
+79.4%
-27.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +0.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.1% |
| 30D | -4.3% | -2.4% | -2.0% | -2.1% |
| 3M | -6.9% | -1.2% | -5.7% | -5.8% |
| 6M | -3.4% | +3.3% | -6.7% | -6.4% |
| YTD | +9.8% | +12.3% | -2.5% | -1.7% |
| 1Y | +8.5% | +12.4% | -3.9% | -2.9% |
| All | +52.1% | +79.4% | -27.3% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling