+62.1%
ABM vs SPY
+304.1%
-242.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.6% |
| 30D | +10.4% | -3.7% | +14.1% | +14.2% |
| 3M | +15.0% | -2.7% | +17.8% | +17.7% |
| 6M | +38.0% | +2.2% | +35.8% | +33.6% |
| YTD | +33.0% | +10.8% | +22.2% | +18.7% |
| 1Y | +33.1% | +11.2% | +21.8% | +18.0% |
| 3Y | +46.6% | +76.5% | -29.9% | -20.0% |
| 5Y | +26.7% | +72.9% | -46.3% | -30.3% |
| 10Y | +62.1% | +304.8% | -242.8% | -67.4% |
| All | +62.1% | +304.1% | -242.1% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling