+34.9%
ABBV vs CART
+54.8%
-19.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +5.6% | +23.1% | -17.5% | +5.4% |
| 3M | +18.7% | +19.2% | -0.5% | +18.5% |
| 6M | +47.4% | +45.7% | +1.7% | +47.6% |
| YTD | +33.0% | +30.9% | +2.1% | +35.1% |
| 1Y | +34.9% | +50.2% | -15.3% | +36.8% |
| All | +34.9% | +54.8% | -19.9% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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