-1.1%
CAT vs ABT
-9.0%
+7.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.2% |
| 7D | -10.3% | +3.5% | -13.8% | -9.5% |
| 30D | -31.2% | +12.0% | -43.2% | -29.5% |
| 3M | -34.7% | +2.5% | -37.1% | -33.9% |
| 6M | -39.5% | +29.1% | -68.6% | -37.9% |
| YTD | -1.7% | -10.1% | +8.4% | +4.2% |
| 1Y | -1.1% | -9.8% | +8.7% | +4.8% |
| All | -1.1% | -9.0% | +7.9% | +4.8% |
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 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