+96.3%
CAT vs ABT
-18.4%
+114.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +0.6% |
| 7D | +5.6% | -3.1% | +8.7% | +5.1% |
| 30D | -2.3% | -2.1% | -0.2% | -2.6% |
| 3M | -10.0% | +17.4% | -27.4% | -8.6% |
| 6M | +21.2% | -2.4% | +23.6% | +26.1% |
| YTD | +44.4% | -14.2% | +58.7% | +48.3% |
| 1Y | +96.3% | -18.3% | +114.6% | +105.5% |
| All | +96.3% | -18.4% | +114.7% | +105.5% |
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