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  • XYZ vs ASX✓SelectedUSD · ASXXYZ vs ASX performance historyLatest closeAs of-0.73%09/04
Stock and ETF performance explorer

XYZ vs ASX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+533.2%
ASX return
+989.8%
Excess return
-456.6%
Maximum drawdown
-86.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioASXExcessAlpha
1D-0.7%+0.2%-0.9%-0.8%
7D-1.0%-0.7%-0.3%-0.7%
30D-1.7%+2.0%-3.7%-3.2%
3M+16.7%-1.3%+18.1%+11.8%
6M+26.9%+71.4%-44.6%-12.5%
YTD+27.1%+135.3%-108.2%-27.9%
1Y+9.3%+267.5%-258.2%-53.2%
3Y+42.3%+388.5%-346.2%-51.5%
5Y-69.3%+417.1%-486.4%-90.1%
10Y+586.8%+872.7%-285.9%+46.3%
All+533.2%+989.8%-456.6%+32.7%

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