+1,110.7%
CAT vs ABT
+210.2%
+900.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -3.7% | +5.4% | +3.0% |
| 30D | -6.6% | +2.5% | -9.0% | -7.5% |
| 3M | -13.3% | +20.2% | -33.5% | -19.7% |
| 6M | +11.6% | -2.9% | +14.5% | +12.1% |
| YTD | +42.9% | -11.9% | +54.9% | +48.6% |
| 1Y | +95.4% | -16.5% | +112.0% | +106.9% |
| 3Y | +196.6% | +12.1% | +184.5% | +169.5% |
| 5Y | +321.7% | -7.4% | +329.1% | +311.3% |
| All | +1,110.7% | +210.2% | +900.5% | +537.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling