+17.0%
ABT vs CART
+38.4%
-21.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +3.5% | +3.0% | +0.6% | +3.3% |
| 30D | +12.0% | +28.6% | -16.5% | +10.3% |
| 3M | +2.5% | +29.1% | -26.6% | +0.8% |
| 6M | +29.1% | +44.7% | -15.6% | +26.1% |
| YTD | -10.1% | +29.2% | -39.3% | -11.7% |
| 1Y | -9.8% | +66.2% | -76.0% | -12.7% |
| 3Y | +23.3% | +112.8% | -89.6% | +14.3% |
| All | +17.0% | +38.4% | -21.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling