+32.9%
ABUS vs SPY
+315.0%
-282.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | -0.8% |
| 7D | -7.0% | +0.1% | -7.1% | -6.8% |
| 30D | -11.8% | -3.3% | -8.5% | -8.5% |
| 3M | -19.7% | -2.4% | -17.2% | -17.5% |
| 6M | -14.3% | +2.6% | -16.8% | -16.4% |
| YTD | -22.7% | +11.2% | -33.9% | -30.3% |
| 1Y | -17.3% | +13.4% | -30.7% | -26.9% |
| 3Y | +106.7% | +79.9% | +26.8% | +12.5% |
| 5Y | +6.3% | +72.2% | -65.9% | -39.4% |
| 10Y | +32.9% | +307.3% | -274.5% | -71.6% |
| All | +32.9% | +315.0% | -282.2% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling