-98.9%
ABOS vs SPY
+83.3%
-182.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +5.7% |
| 7D | -90.7% | -4.7% | -85.9% | -87.4% |
| 30D | -89.5% | -5.9% | -83.5% | -85.5% |
| 3M | -90.4% | -4.5% | -85.9% | -87.1% |
| 6M | -91.5% | +1.8% | -93.3% | -89.5% |
| YTD | -89.9% | +8.3% | -98.2% | -88.5% |
| 1Y | -89.5% | +9.3% | -98.8% | -88.2% |
| 3Y | -90.2% | +74.9% | -165.1% | -94.0% |
| 5Y | -98.6% | +67.3% | -165.8% | -99.1% |
| All | -98.9% | +83.3% | -182.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling