+170.8%
ABBV vs ASX
+472.4%
-301.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -3.0% |
| 7D | -4.3% | +6.3% | -10.6% | -4.3% |
| 30D | +1.1% | +6.4% | -5.3% | +1.1% |
| 3M | +12.3% | +13.1% | -0.8% | +12.0% |
| 6M | +9.8% | +90.3% | -80.5% | +7.4% |
| YTD | +11.5% | +149.6% | -138.2% | +8.0% |
| 1Y | +22.3% | +249.2% | -226.9% | +16.7% |
| 3Y | +85.2% | +445.9% | -360.7% | +70.9% |
| 5Y | +170.8% | +477.7% | -306.9% | +140.6% |
| All | +170.8% | +472.4% | -301.6% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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