-98.9%
ABOS vs SPY
+88.7%
-187.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.3% |
| 7D | -4.5% | +2.6% | -7.1% | -8.0% |
| 30D | -87.7% | -2.0% | -85.8% | -84.1% |
| 3M | -91.6% | -2.8% | -88.8% | -89.0% |
| 6M | -91.4% | +2.1% | -93.5% | -89.5% |
| YTD | -89.9% | +11.5% | -101.3% | -88.9% |
| 1Y | -88.2% | +13.5% | -101.6% | -87.4% |
| 3Y | -89.5% | +77.7% | -167.2% | -93.7% |
| 5Y | -98.3% | +72.6% | -171.0% | -99.0% |
| All | -98.9% | +88.7% | -187.6% | -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