+1,008.4%
ASX vs CAPR
-63.2%
+1,071.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.7% | +4.7% | -3.9% |
| 7D | +22.1% | +19.1% | +3.0% | +21.6% |
| 30D | -23.8% | +48.8% | -72.6% | -24.5% |
| 3M | -7.6% | +144.4% | -152.0% | -9.9% |
| 6M | +6.9% | -67.5% | +74.4% | +7.8% |
| YTD | +127.7% | -64.5% | +192.2% | +128.6% |
| 1Y | +144.5% | +74.4% | +70.1% | +124.9% |
| 3Y | +377.8% | +265.7% | +112.1% | +308.9% |
| 5Y | +498.2% | +196.0% | +302.3% | +405.7% |
| All | +1,008.4% | -63.2% | +1,071.5% | +803.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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