-91.0%
ABTC vs SPY
+14.6%
-105.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -11.5% |
| 7D | -21.7% | -0.7% | -21.0% | -19.4% |
| 30D | -28.4% | -1.0% | -27.3% | -24.6% |
| 3M | +1.6% | -0.3% | +2.0% | +5.4% |
| 6M | -64.4% | +7.3% | -71.8% | -71.1% |
| YTD | -75.5% | +13.3% | -88.9% | -83.6% |
| 1Y | -91.0% | +14.8% | -105.8% | -94.1% |
| All | -91.0% | +14.6% | -105.7% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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