-16.4%
ABG vs SPY
+18.8%
-35.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | -0.3% | -0.4% | 0.0% | -0.1% |
| 30D | +0.8% | -1.4% | +2.1% | +1.7% |
| 3M | +5.6% | +3.7% | +1.9% | +2.9% |
| 6M | +4.0% | +13.0% | -9.0% | -5.8% |
| YTD | -8.7% | +12.4% | -21.1% | -16.8% |
| 1Y | -16.4% | +18.5% | -34.9% | -29.1% |
| All | -16.4% | +18.8% | -35.1% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling