+197.1%
ABT vs SPYM
+324.1%
-127.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.8% |
| 7D | -5.9% | -1.0% | -4.8% | -5.2% |
| 30D | -8.1% | -1.3% | -6.7% | -7.2% |
| 3M | +14.5% | +3.6% | +10.9% | +11.2% |
| 6M | -6.3% | +13.3% | -19.6% | -15.1% |
| YTD | -17.1% | +12.4% | -29.5% | -24.6% |
| 1Y | -21.4% | +17.3% | -38.6% | -30.9% |
| 3Y | +5.9% | +76.8% | -70.8% | -34.9% |
| 5Y | -12.8% | +83.6% | -96.4% | -48.6% |
| All | +197.1% | +324.1% | -127.0% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling