-7.4%
ABT vs SPYM
+72.6%
-80.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.3% | +2.6% | -3.8% | -2.5% |
| 30D | +6.0% | -2.0% | +8.0% | +7.0% |
| 3M | -1.9% | -2.8% | +0.9% | -0.6% |
| 6M | +31.2% | +2.2% | +29.0% | +29.1% |
| YTD | -11.2% | +11.5% | -22.8% | -16.9% |
| 1Y | -14.0% | +13.5% | -27.5% | -20.3% |
| 3Y | +20.7% | +78.0% | -57.4% | -19.0% |
| All | -7.4% | +72.6% | -80.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling