-19.2%
ASX vs FDS
+21.8%
-41.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.5% | -20.3% | -21.0% |
| 7D | -33.3% | +6.4% | -39.7% | -30.5% |
| 30D | -36.5% | +25.2% | -61.6% | -28.8% |
| 3M | -19.2% | +22.9% | -42.1% | -8.7% |
| All | -19.2% | +21.8% | -41.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3mo: compounded portfolio wealth divided by compounded FDS 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…
3mo analysis · Full analysis span regression · Available span rolling