+748.4%
ASX vs BAH
+220.7%
+527.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.4% | +10.9% | +7.0% |
| 7D | -19.9% | -3.5% | -16.4% | -19.7% |
| 30D | -30.9% | +24.3% | -55.1% | -33.1% |
| 3M | -15.1% | +16.3% | -31.4% | -17.3% |
| 6M | -6.5% | +13.6% | -20.1% | -9.0% |
| YTD | +98.4% | +3.5% | +94.9% | +94.4% |
| 1Y | +107.9% | +2.7% | +105.2% | +103.7% |
| 3Y | +325.3% | -26.6% | +351.9% | +334.4% |
| 5Y | +447.3% | +8.5% | +438.8% | +390.4% |
| All | +748.4% | +220.7% | +527.7% | +572.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling