+2,500.1%
ABM vs SPY
+3,027.0%
-526.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | -0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | +8.3% | -3.3% | +11.7% | +11.2% |
| 3M | +11.4% | -2.4% | +13.9% | +13.4% |
| 6M | +35.4% | +2.6% | +32.9% | +31.5% |
| YTD | +30.6% | +11.2% | +19.3% | +18.5% |
| 1Y | +31.6% | +13.4% | +18.3% | +17.3% |
| 3Y | +45.3% | +79.9% | -34.6% | -12.1% |
| 5Y | +25.5% | +72.2% | -46.7% | -21.8% |
| 10Y | +63.6% | +307.3% | -243.7% | -47.2% |
| All | +2,500.1% | +3,027.0% | -526.9% | +209.6% |
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