+3,875.4%
ABT vs SPY
+3,091.8%
+783.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +20.2% | +2.0% | +18.2% | +18.2% |
| 6M | -2.9% | +13.0% | -15.9% | -10.8% |
| YTD | -11.9% | +13.5% | -25.5% | -19.5% |
| 1Y | -16.5% | +20.0% | -36.5% | -26.5% |
| 3Y | +12.1% | +77.2% | -65.1% | -25.5% |
| 5Y | -7.4% | +81.9% | -89.3% | -39.8% |
| 10Y | +210.7% | +314.1% | -103.4% | +18.7% |
| All | +3,875.4% | +3,091.8% | +783.7% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling