+17.4%
ASX vs AS
-8.6%
+25.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.1% | -9.1% | -4.1% |
| 7D | -14.6% | +13.8% | -28.4% | -15.3% |
| 30D | -21.1% | +16.7% | -37.8% | -22.0% |
| 3M | -3.1% | -11.5% | +8.4% | -1.0% |
| 6M | +17.4% | -5.5% | +22.9% | +15.5% |
| All | +17.4% | -8.6% | +25.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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