-11.3%
ABT vs SPMO
+149.5%
-160.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -5.9% | -0.9% | -4.9% | -5.7% |
| 30D | -8.1% | -1.9% | -6.2% | -7.8% |
| 3M | +14.5% | -1.4% | +15.9% | +14.0% |
| 6M | -6.3% | +25.5% | -31.8% | -14.4% |
| YTD | -17.1% | +24.8% | -42.0% | -24.3% |
| 1Y | -21.4% | +24.5% | -45.9% | -28.2% |
| 3Y | +5.9% | +157.1% | -151.2% | -35.9% |
| All | -11.3% | +149.5% | -160.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling