-89.2%
ABOS vs SPY
+75.1%
-164.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.1% |
| 7D | +6.7% | -2.7% | +9.4% | +10.8% |
| 30D | -89.3% | -5.4% | -83.9% | -84.9% |
| 3M | -90.2% | -4.1% | -86.1% | -86.4% |
| 6M | -91.3% | +0.7% | -92.0% | -88.8% |
| YTD | -89.4% | +8.7% | -98.1% | -87.7% |
| 1Y | -88.2% | +10.9% | -99.1% | -86.7% |
| 3Y | -89.2% | +75.0% | -164.2% | -94.6% |
| All | -89.2% | +75.1% | -164.3% | -94.6% |
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 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