+500.0%
APP vs ASX
+428.6%
+71.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.4% | +3.4% | +6.9% |
| 7D | +71.2% | -19.9% | +91.1% | +83.1% |
| 30D | +39.1% | -30.9% | +70.0% | +59.2% |
| 3M | +16.5% | -15.1% | +31.6% | +16.3% |
| 6M | -16.6% | -6.5% | -10.1% | -27.1% |
| YTD | -41.9% | +98.4% | -140.4% | -70.5% |
| 1Y | -37.0% | +107.9% | -144.9% | -69.0% |
| 3Y | +892.4% | +325.3% | +567.2% | +179.3% |
| 5Y | +297.3% | +447.3% | -150.0% | -8.8% |
| All | +500.0% | +428.6% | +71.4% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling