+214.0%
ABT vs SPMO
+575.8%
-361.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -3.1% | +3.4% | -6.5% | -4.7% |
| 30D | -2.1% | +0.5% | -2.6% | -2.5% |
| 3M | +17.4% | +1.9% | +15.5% | +14.1% |
| 6M | -2.4% | +27.8% | -30.2% | -17.6% |
| YTD | -14.2% | +26.7% | -40.9% | -27.4% |
| 1Y | -18.3% | +28.9% | -47.2% | -31.9% |
| 3Y | +11.5% | +160.7% | -149.2% | -44.9% |
| 5Y | -9.9% | +150.2% | -160.1% | -54.5% |
| 10Y | +204.4% | +517.5% | -313.2% | -12.3% |
| All | +214.0% | +575.8% | -361.8% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling