+11.5%
ABT vs SPY
+78.7%
-67.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.5% |
| 7D | -3.1% | +0.5% | -3.7% | -3.2% |
| 30D | -2.1% | -0.9% | -1.2% | -1.9% |
| 3M | +17.4% | +3.9% | +13.5% | +16.4% |
| 6M | -2.4% | +14.5% | -16.9% | -5.6% |
| YTD | -14.2% | +12.9% | -27.1% | -16.8% |
| 1Y | -18.3% | +19.4% | -37.7% | -21.9% |
| 3Y | +11.5% | +78.5% | -66.9% | -6.6% |
| All | +11.5% | +78.7% | -67.2% | -6.6% |
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