-93.7%
ABTS vs SPY
+67.4%
-161.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -3.9% |
| 7D | -68.2% | -2.7% | -65.5% | -69.2% |
| 30D | -68.0% | -5.4% | -62.6% | -70.2% |
| 3M | -74.5% | -4.1% | -70.4% | -75.9% |
| 6M | -68.0% | +0.7% | -68.7% | -68.0% |
| YTD | -92.7% | +8.7% | -101.3% | -91.9% |
| 1Y | -93.8% | +10.9% | -104.7% | -92.9% |
| 3Y | -57.0% | +75.0% | -132.0% | -53.3% |
| All | -93.7% | +67.4% | -161.1% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling