+777.7%
ABT vs SPYM
+829.4%
-51.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +20.2% | +2.0% | +18.2% | +18.3% |
| 6M | -2.9% | +13.1% | -16.0% | -10.3% |
| YTD | -11.9% | +13.6% | -25.5% | -19.0% |
| 1Y | -16.5% | +20.1% | -36.6% | -25.9% |
| 3Y | +12.1% | +77.6% | -65.4% | -23.6% |
| 5Y | -7.4% | +82.5% | -90.0% | -38.3% |
| 10Y | +210.7% | +317.6% | -106.9% | +28.5% |
| All | +777.7% | +829.4% | -51.7% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling