+6,642.4%
ABT vs CAG
+604.9%
+6,037.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.7% | -3.8% | +0.1% | -2.6% |
| 30D | +2.5% | +3.1% | -0.7% | +1.5% |
| 3M | +20.2% | +23.5% | -3.3% | +13.0% |
| 6M | -2.9% | -14.8% | +11.9% | +0.9% |
| YTD | -11.9% | -5.4% | -6.5% | -11.4% |
| 1Y | -16.5% | -11.8% | -4.7% | -14.5% |
| 3Y | +12.1% | -36.7% | +48.8% | +24.5% |
| 5Y | -7.4% | -40.3% | +32.9% | +3.7% |
| 10Y | +210.7% | -37.0% | +247.7% | +225.0% |
| All | +6,642.4% | +604.9% | +6,037.6% | +2,780.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 all: compounded portfolio wealth divided by compounded CAG 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…
all analysis · Full analysis span regression · 6 months rolling