-98.8%
ABTS vs SPY
+395.6%
-494.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +3.1% |
| 7D | -62.9% | +0.1% | -62.9% | -62.9% |
| 30D | -67.5% | -3.3% | -64.2% | -67.5% |
| 3M | -71.7% | -2.4% | -69.3% | -71.7% |
| 6M | -64.2% | +2.6% | -66.8% | -64.2% |
| YTD | -92.4% | +11.2% | -103.7% | -92.4% |
| 1Y | -93.4% | +13.4% | -106.8% | -93.4% |
| 3Y | -54.7% | +79.9% | -134.6% | -65.7% |
| 5Y | -93.5% | +72.2% | -165.7% | -94.8% |
| 10Y | -98.4% | +307.3% | -405.8% | -99.2% |
| All | -98.8% | +395.6% | -494.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling