+851.0%
ABT vs SPYG
+561.6%
+289.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -2.1% | -1.6% | -0.6% | -1.5% |
| 3M | +17.4% | +3.4% | +14.1% | +15.1% |
| 6M | -2.4% | +18.9% | -21.3% | -10.6% |
| YTD | -14.2% | +13.8% | -28.0% | -20.0% |
| 1Y | -18.3% | +20.6% | -38.9% | -26.1% |
| 3Y | +11.5% | +100.5% | -89.0% | -23.2% |
| 5Y | -9.9% | +84.6% | -94.5% | -36.1% |
| 10Y | +204.4% | +410.8% | -206.4% | +37.3% |
| All | +851.0% | +561.6% | +289.4% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling