+25,808.1%
CAT vs ABT
+6,741.2%
+19,066.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -3.7% | +5.4% | +2.9% |
| 30D | -6.6% | +2.5% | -9.0% | -7.4% |
| 3M | -13.3% | +20.2% | -33.5% | -18.8% |
| 6M | +11.6% | -2.9% | +14.5% | +11.4% |
| YTD | +42.9% | -11.9% | +54.9% | +46.8% |
| 1Y | +95.4% | -16.5% | +112.0% | +103.5% |
| 3Y | +196.6% | +12.1% | +184.5% | +176.6% |
| 5Y | +321.7% | -7.4% | +329.1% | +313.6% |
| 10Y | +1,140.8% | +210.7% | +930.1% | +721.9% |
| All | +25,808.1% | +6,741.2% | +19,066.9% | +6,967.6% |
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