+213.9%
CAT vs ABT
-6.9%
+220.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | +7.4% | -1.3% | +8.7% | +7.6% |
| 30D | -19.7% | +6.0% | -25.7% | -20.3% |
| 3M | -29.6% | -1.9% | -27.7% | -29.5% |
| 6M | -33.2% | +31.2% | -64.4% | -36.4% |
| YTD | +5.7% | -11.2% | +16.9% | +8.9% |
| 1Y | +9.3% | -14.0% | +23.3% | +13.4% |
| 3Y | +158.3% | +20.7% | +137.7% | +140.5% |
| All | +213.9% | -6.9% | +220.8% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling