-57.0%
ABTS vs SPY
+75.1%
-132.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -3.0% |
| 7D | -68.2% | -2.7% | -65.5% | -71.5% |
| 30D | -68.0% | -5.4% | -62.6% | -74.7% |
| 3M | -74.5% | -4.1% | -70.4% | -79.0% |
| 6M | -68.0% | +0.7% | -68.7% | -70.0% |
| YTD | -92.7% | +8.7% | -101.3% | -91.3% |
| 1Y | -93.8% | +10.9% | -104.7% | -92.1% |
| 3Y | -57.0% | +75.0% | -132.0% | -90.5% |
| All | -57.0% | +75.1% | -132.1% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling