+0.9%
ABX vs SPY
+145.9%
-145.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.0% | -0.8% | -0.3% | -0.8% |
| 30D | +11.5% | -1.1% | +12.6% | +11.9% |
| 3M | +1.2% | +3.9% | -2.7% | 0.0% |
| 6M | -5.8% | +13.6% | -19.4% | -9.4% |
| YTD | +11.2% | +12.7% | -1.4% | +7.3% |
| 1Y | +52.0% | +17.5% | +34.5% | +45.2% |
| 3Y | +26.5% | +76.9% | -50.4% | +13.8% |
| 5Y | 0.0% | +83.6% | -83.6% | -10.1% |
| All | +0.9% | +145.9% | -145.0% | -12.1% |
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