-7.4%
ABT vs ASX
+482.2%
-489.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.2% |
| 7D | -1.3% | +12.4% | -13.7% | -1.5% |
| 30D | +6.0% | -19.8% | +25.8% | +6.5% |
| 3M | -1.9% | -10.3% | +8.4% | -1.8% |
| 6M | +31.2% | +1.2% | +29.9% | +29.4% |
| YTD | -11.2% | +123.0% | -134.3% | -19.1% |
| 1Y | -14.0% | +145.4% | -159.4% | -22.4% |
| 3Y | +20.7% | +368.6% | -348.0% | -4.1% |
| All | -7.4% | +482.2% | -489.6% | -32.8% |
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