-11.6%
ABT vs SPYG
+82.6%
-94.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | -5.0% | -1.8% | -3.2% | -4.4% |
| 30D | -5.8% | -1.9% | -3.9% | -5.3% |
| 3M | +16.7% | +5.2% | +11.6% | +14.4% |
| 6M | -5.2% | +15.6% | -20.8% | -10.4% |
| YTD | -16.0% | +12.4% | -28.4% | -19.9% |
| 1Y | -18.3% | +17.5% | -35.7% | -23.5% |
| 3Y | +9.2% | +98.1% | -88.8% | -22.9% |
| 5Y | -11.6% | +84.9% | -96.5% | -37.7% |
| All | -11.6% | +82.6% | -94.1% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling