-98.3%
ABOS vs SPY
+74.6%
-172.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -2.0% |
| 7D | +6.5% | -0.9% | +7.4% | +7.7% |
| 30D | -88.6% | -2.4% | -86.3% | -85.2% |
| 3M | -90.7% | -1.2% | -89.5% | -88.1% |
| 6M | -91.1% | +3.3% | -94.3% | -89.2% |
| YTD | -89.1% | +12.3% | -101.4% | -88.2% |
| 1Y | -88.3% | +12.4% | -100.8% | -87.4% |
| 3Y | -87.9% | +78.8% | -166.7% | -92.9% |
| 5Y | -98.3% | +75.2% | -173.5% | -99.0% |
| All | -98.3% | +74.6% | -172.9% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling