-100.0%
ABTC vs SPY
+216.2%
-316.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +6.2% |
| 7D | +9.1% | +0.5% | +8.5% | +8.4% |
| 30D | +30.0% | -0.9% | +30.9% | +32.6% |
| 3M | -37.8% | +3.9% | -41.7% | -40.8% |
| 6M | -48.6% | +14.5% | -63.1% | -57.3% |
| YTD | -67.0% | +12.9% | -79.9% | -71.8% |
| 1Y | -93.3% | +19.4% | -112.6% | -94.7% |
| 3Y | -98.2% | +78.5% | -176.7% | -99.1% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +216.2% | -316.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling