+73.0%
ABLD vs SPY
+77.3%
-4.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +4.7% | +0.1% | +4.6% | +4.6% |
| 3M | +5.7% | +2.0% | +3.7% | +4.1% |
| 6M | +1.1% | +13.0% | -12.0% | -7.6% |
| YTD | +15.1% | +13.5% | +1.6% | +4.9% |
| 1Y | +17.6% | +20.0% | -2.3% | +2.9% |
| 3Y | +37.7% | +77.2% | -39.5% | -10.2% |
| All | +73.0% | +77.3% | -4.2% | +11.7% |
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