+1,397.9%
ABG vs SPY
+917.6%
+480.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +0.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.4% |
| 30D | +25.4% | -3.3% | +28.8% | +30.8% |
| 3M | -1.9% | -2.4% | +0.5% | +0.9% |
| 6M | +4.9% | +2.6% | +2.3% | +0.4% |
| YTD | -9.6% | +11.2% | -20.8% | -22.7% |
| 1Y | -7.2% | +13.4% | -20.6% | -22.7% |
| 3Y | +5.9% | +79.9% | -74.0% | -52.6% |
| 5Y | +14.9% | +72.2% | -57.3% | -45.3% |
| 10Y | +300.4% | +307.3% | -6.9% | -41.2% |
| All | +1,397.9% | +917.6% | +480.3% | -21.8% |
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