+17.6%
ABT vs CART
+39.2%
-21.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +0.3% | +1.5% | -1.2% | +0.2% |
| 30D | +11.6% | +22.4% | -10.8% | +10.3% |
| 3M | +3.1% | +16.5% | -13.4% | +2.1% |
| 6M | +32.8% | +44.9% | -12.1% | +29.8% |
| YTD | -9.6% | +30.0% | -39.6% | -11.3% |
| 1Y | -10.4% | +59.1% | -69.4% | -13.0% |
| 3Y | +25.8% | +138.8% | -113.0% | +15.2% |
| All | +17.6% | +39.2% | -21.6% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling