+392.6%
ASX vs BAH
-32.2%
+424.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -0.7% | -3.2% | +2.5% | -0.7% |
| 30D | +2.0% | +2.0% | 0.0% | +2.0% |
| 3M | -1.3% | -7.6% | +6.3% | -0.1% |
| 6M | +71.4% | -5.7% | +77.1% | +73.0% |
| YTD | +135.3% | -11.7% | +147.1% | +137.5% |
| 1Y | +267.5% | -27.4% | +294.8% | +279.0% |
| All | +392.6% | -32.2% | +424.8% | +385.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling