+95.4%
CAT vs ABT
-16.1%
+111.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | -3.7% | +5.4% | +1.1% |
| 30D | -6.6% | +2.5% | -9.0% | -6.2% |
| 3M | -13.3% | +20.2% | -33.5% | -11.6% |
| 6M | +11.6% | -2.9% | +14.5% | +16.6% |
| YTD | +42.9% | -11.9% | +54.9% | +47.4% |
| 1Y | +95.4% | -16.5% | +112.0% | +105.9% |
| All | +95.4% | -16.1% | +111.6% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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