+17,723.7%
CAT vs ABT
+6,885.0%
+10,838.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.9% |
| 7D | -10.3% | +3.5% | -13.8% | -11.4% |
| 30D | -31.2% | +12.0% | -43.2% | -33.8% |
| 3M | -34.7% | +2.5% | -37.1% | -35.5% |
| 6M | -39.5% | +29.1% | -68.6% | -45.0% |
| YTD | -1.7% | -10.1% | +8.4% | -0.2% |
| 1Y | -1.1% | -9.8% | +8.7% | +0.1% |
| 3Y | +143.9% | +23.3% | +120.6% | +119.9% |
| 5Y | +194.8% | -2.4% | +197.1% | +183.2% |
| 10Y | +739.8% | +239.4% | +500.4% | +439.7% |
| All | +17,723.7% | +6,885.0% | +10,838.7% | +4,706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling