+201.2%
ABT vs SPY
+318.9%
-117.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -5.0% | -2.0% | -3.0% | -3.6% |
| 30D | -5.8% | -1.7% | -4.1% | -4.7% |
| 3M | +16.7% | +4.7% | +12.0% | +12.4% |
| 6M | -5.2% | +12.5% | -17.8% | -13.7% |
| YTD | -16.0% | +11.7% | -27.7% | -23.2% |
| 1Y | -18.3% | +17.5% | -35.7% | -28.2% |
| 3Y | +9.2% | +76.6% | -67.3% | -33.1% |
| 5Y | -11.6% | +82.0% | -93.6% | -47.7% |
| All | +201.2% | +318.9% | -117.7% | -23.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling