+14.5%
ABT vs CART
+21.6%
-7.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.4% |
| 7D | -3.7% | +1.0% | -4.7% | -3.7% |
| 30D | +2.5% | +12.6% | -10.1% | +1.8% |
| 3M | +20.2% | +23.1% | -2.9% | +18.7% |
| 6M | -2.9% | +39.5% | -42.5% | -4.9% |
| YTD | -11.9% | +13.5% | -25.5% | -12.8% |
| 1Y | -16.5% | +14.9% | -31.4% | -17.6% |
| All | +14.5% | +21.6% | -7.1% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling