+6.8%
CAT vs ABT
-11.5%
+18.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.7% |
| 7D | +1.7% | -5.4% | +7.1% | +0.5% |
| 30D | -24.6% | +8.0% | -32.6% | -23.2% |
| 3M | -28.5% | +0.2% | -28.7% | -27.9% |
| 6M | -34.8% | +34.1% | -69.0% | -33.8% |
| YTD | +5.9% | -10.6% | +16.5% | +12.6% |
| 1Y | +6.8% | -11.8% | +18.6% | +14.2% |
| All | +6.8% | -11.5% | +18.4% | +14.2% |
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