+197.1%
ABT vs SPYM
+325.3%
-128.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.0% |
| 7D | -5.9% | -0.8% | -5.1% | -5.4% |
| 30D | -8.1% | -1.1% | -7.0% | -7.4% |
| 3M | +14.5% | +3.9% | +10.7% | +11.0% |
| 6M | -6.3% | +13.6% | -19.9% | -15.3% |
| YTD | -17.1% | +12.7% | -29.8% | -24.7% |
| 1Y | -21.4% | +17.6% | -39.0% | -31.0% |
| 3Y | +5.9% | +77.2% | -71.3% | -35.0% |
| 5Y | -12.8% | +84.1% | -96.9% | -48.7% |
| All | +197.1% | +325.3% | -128.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling