+414.3%
ASX vs ABCL
-30.0%
+444.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.4% | -11.4% | -19.0% |
| 7D | -33.3% | -14.9% | -18.4% | -31.1% |
| 30D | -36.5% | -15.4% | -21.1% | -34.3% |
| 3M | -19.2% | +88.0% | -107.2% | -28.6% |
| 6M | -10.2% | +138.8% | -149.1% | -24.9% |
| YTD | +86.5% | +225.4% | -139.0% | +45.8% |
| 1Y | +89.6% | +137.3% | -47.7% | +56.2% |
| 3Y | +298.6% | +136.8% | +161.8% | +204.8% |
| 5Y | +414.3% | -26.2% | +440.5% | +352.5% |
| All | +414.3% | -30.0% | +444.3% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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