+394.6%
ABSI vs SPY
+77.0%
+317.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -2.4% |
| 7D | -6.9% | -0.8% | -6.2% | -5.2% |
| 30D | -13.6% | -1.1% | -12.5% | -11.1% |
| 3M | +26.1% | +3.9% | +22.3% | +16.8% |
| 6M | +235.1% | +13.6% | +221.5% | +158.7% |
| YTD | +135.2% | +12.7% | +122.6% | +87.1% |
| 1Y | +199.6% | +17.5% | +182.1% | +123.3% |
| 3Y | +394.6% | +76.9% | +317.7% | +49.5% |
| All | +394.6% | +77.0% | +317.6% | +49.5% |
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