+1,448.1%
ABG vs SPY
+938.6%
+509.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +14.3% | +2.0% | +12.3% | +10.5% |
| 6M | +2.2% | +13.0% | -10.8% | -14.0% |
| YTD | -6.6% | +13.5% | -20.1% | -21.9% |
| 1Y | -16.1% | +20.0% | -36.1% | -35.0% |
| 3Y | -6.9% | +77.2% | -84.1% | -57.3% |
| 5Y | +21.1% | +81.9% | -60.8% | -46.4% |
| 10Y | +293.7% | +314.1% | -20.3% | -43.2% |
| All | +1,448.1% | +938.6% | +509.4% | -21.0% |
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