+54.3%
ABT vs CARR
+421.5%
-367.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | -5.9% | -3.8% | -2.1% | -5.4% |
| 30D | -8.1% | -8.9% | +0.8% | -6.9% |
| 3M | +14.5% | -17.3% | +31.8% | +17.2% |
| 6M | -6.3% | -1.4% | -4.9% | -7.0% |
| YTD | -17.1% | +10.0% | -27.1% | -19.2% |
| 1Y | -21.4% | -6.4% | -15.0% | -21.6% |
| 3Y | +5.9% | +1.5% | +4.4% | +2.0% |
| 5Y | -12.8% | +9.3% | -22.1% | -20.0% |
| All | +54.3% | +421.5% | -367.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling