+282.9%
ABG vs SPY
+311.8%
-28.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | -0.8% |
| 7D | -0.5% | -0.9% | +0.5% | +0.4% |
| 30D | +26.8% | -2.4% | +29.2% | +30.1% |
| 3M | +0.1% | -1.2% | +1.2% | +1.1% |
| 6M | +5.3% | +3.3% | +2.0% | +0.4% |
| YTD | -10.6% | +12.3% | -22.9% | -23.1% |
| 1Y | -4.6% | +12.4% | -17.1% | -18.1% |
| 3Y | +3.1% | +78.8% | -75.7% | -49.7% |
| 5Y | +14.0% | +75.2% | -61.2% | -42.5% |
| 10Y | +282.9% | +311.1% | -28.2% | -38.5% |
| All | +282.9% | +311.8% | -28.8% | -38.5% |
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 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