-6.5%
ABX vs SPY
+143.3%
-149.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.3% | +2.6% | -2.3% | -0.5% |
| 30D | +14.0% | -2.0% | +16.0% | +14.8% |
| 3M | +3.4% | -2.8% | +6.2% | +4.4% |
| 6M | -4.8% | +2.1% | -6.9% | -5.3% |
| YTD | +3.0% | +11.5% | -8.4% | -0.3% |
| 1Y | +40.4% | +13.5% | +26.9% | +35.3% |
| 3Y | +35.1% | +77.7% | -42.6% | +22.1% |
| 5Y | -8.1% | +72.6% | -80.7% | -16.5% |
| All | -6.5% | +143.3% | -149.8% | -18.3% |
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