+887.2%
ASX vs BAX
-34.5%
+921.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.3% |
| 7D | -9.1% | +3.6% | -12.8% | -9.8% |
| 30D | -23.6% | +8.5% | -32.1% | -25.2% |
| 3M | -5.6% | -4.9% | -0.8% | -4.8% |
| 6M | +4.7% | +47.0% | -42.3% | -6.3% |
| YTD | +122.6% | +38.4% | +84.1% | +100.2% |
| 1Y | +133.0% | +49.1% | +83.9% | +104.8% |
| 3Y | +367.1% | -14.9% | +382.0% | +367.2% |
| 5Y | +504.7% | -63.1% | +567.9% | +688.9% |
| 10Y | +887.2% | -35.6% | +922.8% | +858.0% |
| All | +887.2% | -34.5% | +921.7% | +858.0% |
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