+445.9%
ASX vs BG
+20.0%
+425.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +5.4% |
| 7D | +6.3% | +2.4% | +4.0% | +5.9% |
| 30D | +6.4% | +15.0% | -8.6% | +4.2% |
| 3M | +13.1% | -0.7% | +13.8% | +13.4% |
| 6M | +90.3% | +7.5% | +82.8% | +88.1% |
| YTD | +149.6% | +41.6% | +108.0% | +136.6% |
| 1Y | +249.2% | +50.7% | +198.5% | +227.2% |
| 3Y | +445.9% | +20.3% | +425.6% | +423.5% |
| All | +445.9% | +20.0% | +425.9% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling