-21.4%
ABT vs SPYG
+17.9%
-39.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.2% |
| 7D | -5.9% | -0.9% | -5.0% | -6.0% |
| 30D | -8.1% | -1.5% | -6.6% | -8.3% |
| 3M | +14.5% | +3.7% | +10.8% | +15.0% |
| 6M | -6.3% | +16.4% | -22.7% | -7.2% |
| YTD | -17.1% | +13.3% | -30.5% | -18.4% |
| 1Y | -21.4% | +17.9% | -39.2% | -22.8% |
| All | -21.4% | +17.9% | -39.3% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling