+197.1%
ABT vs SPYG
+424.6%
-227.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -5.9% | -0.9% | -5.0% | -5.4% |
| 30D | -8.1% | -1.5% | -6.6% | -7.4% |
| 3M | +14.5% | +3.7% | +10.8% | +11.4% |
| 6M | -6.3% | +16.4% | -22.7% | -15.3% |
| YTD | -17.1% | +13.3% | -30.5% | -24.0% |
| 1Y | -21.4% | +17.9% | -39.2% | -30.0% |
| 3Y | +5.9% | +98.3% | -92.4% | -36.8% |
| 5Y | -12.8% | +86.4% | -99.2% | -46.4% |
| All | +197.1% | +424.6% | -227.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling