-33.4%
CAT vs ABT
+30.3%
-63.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | -0.2% |
| 7D | +9.3% | -5.6% | +14.9% | +6.5% |
| 30D | -21.5% | +5.2% | -26.7% | -19.2% |
| 3M | -29.1% | -2.7% | -26.4% | -29.1% |
| 6M | -33.4% | +28.8% | -62.2% | -28.1% |
| All | -33.4% | +30.3% | -63.6% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling