-94.4%
ABTS vs SPY
+311.3%
-405.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.4% | -5.9% |
| 7D | -4.7% | +0.5% | -5.2% | -4.7% |
| 30D | +2.9% | -0.9% | +3.8% | +2.9% |
| 3M | +17.4% | +3.9% | +13.5% | +17.3% |
| 6M | -49.5% | +14.5% | -64.0% | -49.3% |
| YTD | -72.4% | +12.9% | -85.3% | -72.4% |
| 1Y | -60.4% | +19.4% | -79.8% | -60.2% |
| 3Y | +55.0% | +78.5% | -23.4% | +13.3% |
| 5Y | -80.4% | +81.8% | -162.2% | -85.8% |
| 10Y | -94.4% | +311.5% | -405.9% | -97.7% |
| All | -94.4% | +311.3% | -405.7% | -97.7% |
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