+520.8%
APP vs ASX
+532.1%
-11.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.3% | -0.7% |
| 7D | +48.9% | +0.8% | +48.1% | +42.9% |
| 30D | +49.4% | -20.4% | +69.9% | +60.8% |
| 3M | +27.0% | -2.1% | +29.2% | +19.3% |
| 6M | -15.4% | +8.2% | -23.6% | -30.3% |
| YTD | -39.9% | +137.3% | -177.2% | -71.9% |
| 1Y | -32.0% | +155.0% | -187.0% | -69.8% |
| 3Y | +824.3% | +397.9% | +426.4% | +142.6% |
| 5Y | +252.4% | +529.2% | -276.8% | -24.8% |
| All | +520.8% | +532.1% | -11.2% | +30.5% |
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