+6,467.5%
ABT vs CAH
+14,665.6%
-8,198.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.9% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -2.1% | +1.7% | -3.9% | -2.6% |
| 3M | +17.4% | +17.9% | -0.4% | +12.4% |
| 6M | -2.4% | +10.9% | -13.3% | -5.2% |
| YTD | -14.2% | +17.9% | -32.1% | -18.1% |
| 1Y | -18.3% | +61.7% | -80.0% | -28.6% |
| 3Y | +11.5% | +183.7% | -172.2% | -16.5% |
| 5Y | -9.9% | +401.3% | -411.2% | -42.4% |
| 10Y | +204.4% | +293.7% | -89.3% | +95.7% |
| All | +6,467.5% | +14,665.6% | -8,198.1% | +1,853.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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