-47.0%
ABOS vs SPY
+77.4%
-124.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.5% |
| 7D | +8.9% | +0.1% | +8.8% | +8.7% |
| 30D | +42.0% | +0.1% | +41.9% | +41.8% |
| 3M | +38.9% | +2.0% | +36.9% | +34.7% |
| 6M | -3.9% | +13.0% | -16.9% | -19.8% |
| YTD | +50.7% | +13.5% | +37.2% | +25.3% |
| 1Y | +130.4% | +20.0% | +110.5% | +78.3% |
| All | -47.0% | +77.4% | -124.4% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling