-94.3%
ABTS vs SPY
+12.1%
-106.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -5.8% |
| 7D | -12.2% | +2.6% | -14.8% | -15.7% |
| 30D | -72.1% | -2.0% | -70.1% | -71.4% |
| 3M | -75.0% | -2.8% | -72.3% | -73.9% |
| 6M | -65.8% | +2.1% | -67.9% | -67.2% |
| YTD | -93.6% | +11.5% | -105.0% | -94.3% |
| 1Y | -94.3% | +13.5% | -107.7% | -95.0% |
| All | -94.3% | +12.1% | -106.3% | -95.0% |
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 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