+38.1%
ABUS vs SPY
+311.3%
-273.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +1.8% | +0.5% | +1.2% | +1.2% |
| 30D | +11.9% | -0.9% | +12.8% | +12.9% |
| 3M | +22.2% | +3.9% | +18.3% | +17.4% |
| 6M | +14.3% | +14.5% | -0.2% | -0.2% |
| YTD | +7.7% | +12.9% | -5.2% | -4.6% |
| 1Y | +26.7% | +19.4% | +7.3% | +6.3% |
| 3Y | +146.7% | +78.5% | +68.2% | +35.7% |
| 5Y | +54.2% | +81.8% | -27.6% | -17.1% |
| 10Y | +38.1% | +311.5% | -273.4% | -65.0% |
| All | +38.1% | +311.3% | -273.2% | -65.0% |
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