-11.8%
ABT vs CART
+54.8%
-66.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.1% |
| 7D | -5.4% | -0.6% | -4.8% | -5.3% |
| 30D | +8.0% | +23.1% | -15.1% | +6.2% |
| 3M | +0.2% | +19.2% | -19.0% | -1.2% |
| 6M | +34.1% | +45.7% | -11.5% | +30.2% |
| YTD | -10.6% | +30.9% | -41.5% | -12.2% |
| 1Y | -11.8% | +50.2% | -62.0% | -13.5% |
| All | -11.8% | +54.8% | -66.6% | -13.5% |
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