+748.4%
ASX vs BAX
-36.8%
+785.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +6.3% |
| 7D | -19.9% | +12.1% | -32.1% | -22.0% |
| 30D | -30.9% | +7.6% | -38.5% | -32.2% |
| 3M | -15.1% | -4.5% | -10.6% | -14.5% |
| 6M | -6.5% | +52.0% | -58.5% | -17.1% |
| YTD | +98.4% | +35.1% | +63.3% | +79.5% |
| 1Y | +107.9% | +43.7% | +64.1% | +84.3% |
| 3Y | +325.3% | -20.9% | +346.2% | +334.4% |
| 5Y | +447.3% | -63.5% | +510.8% | +613.8% |
| All | +748.4% | -36.8% | +785.2% | +738.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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