+263.0%
ABFL vs SPY
+312.2%
-49.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | -6.9% | -1.2% | -5.7% | -5.9% |
| 6M | -3.4% | +3.3% | -6.7% | -6.3% |
| YTD | +9.8% | +12.3% | -2.5% | -1.5% |
| 1Y | +8.5% | +12.4% | -3.9% | -2.7% |
| 3Y | +52.0% | +78.8% | -26.8% | -12.3% |
| 5Y | +52.1% | +75.2% | -23.0% | -10.7% |
| 10Y | +249.7% | +311.1% | -61.4% | -10.3% |
| All | +263.0% | +312.2% | -49.2% | -7.2% |
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