-95.3%
ABTS vs SPY
+405.9%
-501.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | +10.2% | +0.1% | +10.1% | +10.2% |
| 30D | +1.3% | +0.1% | +1.3% | +1.3% |
| 3M | -30.7% | +2.0% | -32.7% | -30.8% |
| 6M | -42.4% | +13.0% | -55.4% | -42.2% |
| YTD | -70.7% | +13.5% | -84.2% | -70.6% |
| 1Y | -57.7% | +20.0% | -77.7% | -57.4% |
| 3Y | +57.3% | +77.2% | -19.9% | +22.9% |
| 5Y | -78.6% | +81.9% | -160.5% | -83.4% |
| 10Y | -94.7% | +314.1% | -408.7% | -97.2% |
| All | -95.3% | +405.9% | -501.2% | -97.5% |
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 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