+19,212.2%
CAT vs ABT
+6,714.7%
+12,497.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | +9.3% | -5.6% | +14.9% | +11.2% |
| 30D | -21.5% | +5.2% | -26.7% | -23.0% |
| 3M | -29.1% | -2.7% | -26.4% | -28.9% |
| 6M | -33.4% | +28.8% | -62.2% | -39.4% |
| YTD | +6.6% | -12.3% | +18.8% | +8.9% |
| 1Y | +6.5% | -14.7% | +21.2% | +9.7% |
| 3Y | +162.7% | +21.6% | +141.1% | +137.7% |
| 5Y | +214.2% | -7.8% | +222.0% | +207.2% |
| 10Y | +705.2% | +222.5% | +482.8% | +425.2% |
| All | +19,212.2% | +6,714.7% | +12,497.5% | +5,146.2% |
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