-98.9%
ABOS vs SPY
+83.9%
-182.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.2% |
| 7D | +6.7% | -2.7% | +9.4% | +10.4% |
| 30D | -89.3% | -5.4% | -83.9% | -85.5% |
| 3M | -90.2% | -4.1% | -86.1% | -86.9% |
| 6M | -91.3% | +0.7% | -92.0% | -89.1% |
| YTD | -89.4% | +8.7% | -98.1% | -88.0% |
| 1Y | -88.2% | +10.9% | -99.1% | -87.0% |
| 3Y | -89.2% | +75.0% | -164.2% | -93.4% |
| 5Y | -98.5% | +67.8% | -166.3% | -99.1% |
| All | -98.9% | +83.9% | -182.8% | -99.4% |
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