+8.2%
ASX vs AA
-35.6%
+43.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +4.8% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -20.4% | -1.3% | -19.2% | -19.3% |
| 3M | -2.1% | -23.9% | +21.8% | +13.8% |
| 6M | +8.2% | -36.8% | +45.0% | +33.7% |
| All | +8.2% | -35.6% | +43.8% | +33.7% |
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