-21.4%
ABT vs SPYM
+17.9%
-39.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -5.9% | -1.0% | -4.8% | -5.9% |
| 30D | -8.1% | -1.3% | -6.7% | -8.0% |
| 3M | +14.5% | +3.6% | +10.9% | +14.1% |
| 6M | -6.3% | +13.3% | -19.6% | -9.1% |
| YTD | -17.1% | +12.4% | -29.5% | -19.7% |
| 1Y | -21.4% | +17.3% | -38.6% | -25.0% |
| All | -21.4% | +17.9% | -39.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling