+38.4%
ABX vs SPY
+13.0%
+25.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.7% |
| 7D | -0.4% | -0.9% | +0.5% | +0.5% |
| 30D | +11.0% | -2.4% | +13.3% | +13.8% |
| 3M | +1.0% | -1.2% | +2.2% | +2.2% |
| 6M | -2.4% | +3.3% | -5.7% | -6.2% |
| YTD | +5.4% | +12.3% | -6.9% | -8.4% |
| 1Y | +38.4% | +12.4% | +26.0% | +20.2% |
| All | +38.4% | +13.0% | +25.5% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling