+2,161.4%
ABM vs SPY
+3,091.8%
-930.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -3.8% | +0.1% | -3.9% | -3.9% |
| 3M | +18.8% | +2.0% | +16.8% | +16.2% |
| 6M | +8.3% | +13.0% | -4.7% | -2.7% |
| YTD | +13.5% | +13.5% | 0.0% | +1.6% |
| 1Y | +0.4% | +20.0% | -19.5% | -14.3% |
| 3Y | +9.8% | +77.2% | -67.4% | -32.4% |
| 5Y | +6.9% | +81.9% | -75.0% | -36.2% |
| 10Y | +47.9% | +314.1% | -266.1% | -52.7% |
| All | +2,161.4% | +3,091.8% | -930.4% | +165.5% |
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