-84.2%
ABOS vs SPY
+92.1%
-176.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.9% |
| 3M | +38.9% | +2.0% | +36.9% | +35.0% |
| 6M | -3.9% | +13.0% | -16.9% | -18.7% |
| YTD | +50.7% | +13.5% | +37.2% | +27.1% |
| 1Y | +130.4% | +20.0% | +110.5% | +81.1% |
| 3Y | -48.0% | +77.2% | -125.1% | -75.4% |
| 5Y | -79.6% | +81.9% | -161.5% | -91.3% |
| All | -84.2% | +92.1% | -176.3% | -93.1% |
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