+58.6%
ABM vs SPY
+311.8%
-253.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | +8.2% | -2.4% | +10.5% | +10.4% |
| 3M | +13.1% | -1.2% | +14.3% | +13.9% |
| 6M | +39.5% | +3.3% | +36.3% | +33.7% |
| YTD | +31.8% | +12.3% | +19.5% | +16.1% |
| 1Y | +31.4% | +12.4% | +19.0% | +15.3% |
| 3Y | +45.2% | +78.8% | -33.6% | -21.7% |
| 5Y | +24.3% | +75.2% | -50.9% | -32.5% |
| 10Y | +58.6% | +311.1% | -252.5% | -69.1% |
| All | +58.6% | +311.8% | -253.1% | -69.1% |
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