+486.8%
ASX vs AUR
-57.9%
+544.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.5% |
| 7D | +12.4% | -4.5% | +16.9% | +13.3% |
| 30D | -19.8% | -16.6% | -3.2% | -17.6% |
| 3M | -10.3% | -38.5% | +28.1% | -3.7% |
| 6M | +1.2% | -49.9% | +51.1% | +12.0% |
| YTD | +123.0% | +9.6% | +113.4% | +118.9% |
| 1Y | +145.4% | +1.2% | +144.2% | +143.1% |
| 3Y | +368.6% | +128.8% | +239.8% | +289.2% |
| All | +486.8% | -57.9% | +544.7% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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