+1,156.2%
ABBV vs ASX
+1,563.3%
-407.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +4.2% | +2.0% | +2.2% | +3.8% |
| 3M | +14.8% | -1.3% | +16.2% | +13.7% |
| 6M | +10.3% | +71.4% | -61.2% | +1.0% |
| YTD | +14.9% | +135.3% | -120.4% | +0.5% |
| 1Y | +24.1% | +267.5% | -243.3% | +1.4% |
| 3Y | +91.9% | +388.5% | -296.5% | +46.4% |
| 5Y | +176.0% | +417.1% | -241.1% | +103.9% |
| 10Y | +502.9% | +872.7% | -369.8% | +264.3% |
| All | +1,156.2% | +1,563.3% | -407.1% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling