-4.8%
ABX vs SPY
+72.2%
-77.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +5.9% | -0.6% | +6.5% | +6.2% |
| 30D | +11.5% | -3.7% | +15.2% | +13.1% |
| 3M | -4.1% | -2.7% | -1.3% | -3.1% |
| 6M | +0.6% | +2.2% | -1.6% | -0.1% |
| YTD | +6.8% | +10.8% | -4.0% | +3.3% |
| 1Y | +43.7% | +11.2% | +32.4% | +38.8% |
| 3Y | +37.8% | +76.5% | -38.7% | +24.2% |
| 5Y | -4.8% | +72.9% | -77.7% | -14.2% |
| All | -4.8% | +72.2% | -77.0% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling