-93.5%
FABC vs SPY
+78.1%
-171.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | +1.3% | +2.6% | -1.3% | -2.1% |
| 30D | -23.7% | -2.0% | -21.7% | -20.9% |
| 3M | -41.5% | -2.8% | -38.7% | -38.6% |
| 6M | -66.5% | +2.1% | -68.6% | -66.5% |
| YTD | -34.3% | +11.5% | -45.8% | -40.2% |
| 1Y | -49.7% | +13.5% | -63.1% | -54.6% |
| 3Y | -93.5% | +77.7% | -171.2% | -94.6% |
| All | -93.5% | +78.1% | -171.6% | -94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling