-50.6%
ABR vs SPY
+81.8%
-132.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.1% |
| 7D | +1.2% | +0.5% | +0.7% | +0.7% |
| 30D | -3.2% | -0.9% | -2.3% | -2.3% |
| 3M | -2.1% | +3.9% | -6.0% | -5.8% |
| 6M | -36.4% | +14.5% | -50.9% | -44.2% |
| YTD | -28.8% | +12.9% | -41.7% | -36.8% |
| 1Y | -52.3% | +19.4% | -71.7% | -59.9% |
| 3Y | -54.2% | +78.5% | -132.6% | -74.3% |
| 5Y | -50.6% | +81.8% | -132.4% | -73.2% |
| All | -50.6% | +81.8% | -132.4% | -73.2% |
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