+1,370.5%
ABG vs SPY
+913.8%
+456.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.3% |
| 7D | +4.4% | -0.6% | +4.9% | +5.0% |
| 30D | +23.1% | -3.7% | +26.8% | +29.0% |
| 3M | -2.1% | -2.7% | +0.7% | +1.2% |
| 6M | +3.0% | +2.2% | +0.8% | -1.0% |
| YTD | -11.2% | +10.8% | -22.1% | -23.7% |
| 1Y | -7.3% | +11.2% | -18.5% | -20.7% |
| 3Y | +2.4% | +76.5% | -74.1% | -53.0% |
| 5Y | +12.7% | +72.9% | -60.3% | -46.7% |
| 10Y | +279.7% | +304.8% | -25.1% | -43.8% |
| All | +1,370.5% | +913.8% | +456.7% | -22.8% |
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