+415.3%
ASX vs AA
-15.4%
+430.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.9% | +3.5% | +5.6% |
| 7D | -19.9% | +0.9% | -20.8% | -19.9% |
| 30D | -30.9% | -6.7% | -24.2% | -29.1% |
| 3M | -15.1% | -16.3% | +1.3% | -10.4% |
| 6M | -6.5% | -37.1% | +30.6% | +6.8% |
| YTD | +98.4% | -25.0% | +123.4% | +112.9% |
| 1Y | +107.9% | +8.6% | +99.3% | +100.7% |
| 3Y | +325.3% | +57.2% | +268.0% | +254.4% |
| All | +415.3% | -15.4% | +430.7% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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