+3,906.9%
ABT vs SPY
+3,034.0%
+872.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | -1.3% | +2.6% | -3.9% | -2.9% |
| 30D | +6.0% | -2.0% | +8.0% | +7.2% |
| 3M | -1.9% | -2.8% | +0.9% | -0.3% |
| 6M | +31.2% | +2.1% | +29.0% | +28.6% |
| YTD | -11.2% | +11.5% | -22.7% | -18.0% |
| 1Y | -14.0% | +13.5% | -27.4% | -21.5% |
| 3Y | +20.7% | +77.7% | -57.0% | -20.1% |
| 5Y | -6.7% | +72.6% | -79.3% | -37.3% |
| 10Y | +226.3% | +308.2% | -81.9% | +25.5% |
| All | +3,906.9% | +3,034.0% | +872.9% | +124.4% |
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