+712.5%
CAT vs ABT
+221.4%
+491.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -25.0% | +11.6% | -36.6% | -28.0% |
| 3M | -28.7% | +3.1% | -31.9% | -29.9% |
| 6M | -33.0% | +32.8% | -65.8% | -40.6% |
| YTD | +5.4% | -9.6% | +15.0% | +8.1% |
| 1Y | +7.3% | -10.4% | +17.6% | +10.2% |
| 3Y | +166.0% | +25.8% | +140.2% | +129.1% |
| 5Y | +210.1% | -3.4% | +213.5% | +196.5% |
| 10Y | +712.5% | +232.9% | +479.7% | +331.6% |
| All | +712.5% | +221.4% | +491.1% | +331.6% |
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