+197.1%
ABT vs SPMO
+517.6%
-320.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -5.9% | -0.9% | -4.9% | -5.4% |
| 30D | -8.1% | -1.9% | -6.2% | -7.3% |
| 3M | +14.5% | -1.4% | +15.9% | +13.3% |
| 6M | -6.3% | +25.5% | -31.8% | -20.3% |
| YTD | -17.1% | +24.8% | -42.0% | -29.5% |
| 1Y | -21.4% | +24.5% | -45.9% | -33.2% |
| 3Y | +5.9% | +157.1% | -151.2% | -48.0% |
| 5Y | -12.8% | +149.5% | -162.3% | -56.6% |
| All | +197.1% | +517.6% | -320.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling