+523.5%
ASX vs BAH
+7.6%
+515.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.6% |
| 7D | +0.8% | -1.6% | +2.4% | +0.8% |
| 30D | -20.4% | +18.0% | -38.4% | -20.7% |
| 3M | -2.1% | +11.4% | -13.6% | -2.3% |
| 6M | +8.2% | +17.7% | -9.5% | +8.1% |
| YTD | +137.3% | +5.4% | +131.9% | +138.0% |
| 1Y | +155.0% | +2.8% | +152.3% | +156.7% |
| 3Y | +397.9% | -26.7% | +424.6% | +413.0% |
| All | +523.5% | +7.6% | +515.8% | +476.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling