-10.2%
ASX vs AA
-39.1%
+28.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.3% | -15.4% | -17.3% |
| 7D | -33.3% | -3.7% | -29.6% | -31.1% |
| 30D | -36.5% | -10.8% | -25.7% | -31.4% |
| 3M | -19.2% | -19.1% | -0.1% | -9.1% |
| 6M | -10.2% | -38.7% | +28.5% | +19.0% |
| All | -10.2% | -39.1% | +28.9% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling