+147.6%
ABUS vs SPY
+80.4%
+67.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +11.5% | +0.1% | +11.4% | +11.4% |
| 3M | +18.4% | +2.0% | +16.4% | +16.1% |
| 6M | +8.4% | +13.0% | -4.6% | -3.1% |
| YTD | +7.1% | +13.5% | -6.5% | -4.7% |
| 1Y | +28.4% | +20.0% | +8.5% | +9.3% |
| All | +147.6% | +80.4% | +67.2% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling