-41.9%
ABUS vs SPY
+596.0%
-637.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -13.1% | -2.7% | -10.4% | -10.8% |
| 30D | -14.7% | -5.4% | -9.3% | -10.4% |
| 3M | -19.4% | -4.1% | -15.3% | -16.4% |
| 6M | -17.2% | +0.7% | -17.9% | -17.5% |
| YTD | -23.9% | +8.7% | -32.6% | -28.6% |
| 1Y | -17.6% | +10.9% | -28.4% | -23.9% |
| 3Y | +94.7% | +75.0% | +19.7% | +23.1% |
| 5Y | +5.2% | +67.8% | -62.6% | -30.9% |
| 10Y | +24.1% | +312.9% | -288.8% | -56.9% |
| All | -41.9% | +596.0% | -637.9% | -83.8% |
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