-6.5%
ASX vs A
+46.4%
-52.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +5.7% |
| 7D | -19.9% | -0.1% | -19.9% | -19.6% |
| 30D | -30.9% | +3.4% | -34.2% | -30.7% |
| 3M | -15.1% | +23.8% | -38.9% | -18.0% |
| 6M | -6.5% | +49.0% | -55.5% | -13.1% |
| All | -6.5% | +46.4% | -52.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling