+887.2%
ASX vs BG
+95.6%
+791.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.7% |
| 7D | -9.1% | +5.0% | -14.1% | -10.4% |
| 30D | -23.6% | -3.2% | -20.4% | -23.1% |
| 3M | -5.6% | -11.2% | +5.6% | -3.2% |
| 6M | +4.7% | -19.4% | +24.1% | +10.0% |
| YTD | +122.6% | +13.6% | +109.0% | +110.9% |
| 1Y | +133.0% | +7.3% | +125.8% | +124.2% |
| 3Y | +367.1% | +3.8% | +363.4% | +344.3% |
| 5Y | +504.7% | +23.2% | +481.6% | +430.6% |
| 10Y | +887.2% | +97.9% | +789.3% | +557.1% |
| All | +887.2% | +95.6% | +791.6% | +557.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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