+2,979.8%
ASX vs FDS
+1,603.0%
+1,376.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.7% | +10.1% | +7.6% |
| 7D | -19.9% | -0.5% | -19.4% | -19.9% |
| 30D | -30.9% | +20.2% | -51.1% | -35.6% |
| 3M | -15.1% | +19.9% | -35.0% | -21.8% |
| 6M | -6.5% | +56.2% | -62.6% | -24.8% |
| YTD | +98.4% | +14.6% | +83.9% | +75.7% |
| 1Y | +107.9% | +31.6% | +76.3% | +73.4% |
| 3Y | +325.3% | -23.8% | +349.1% | +331.3% |
| 5Y | +447.3% | -22.6% | +469.9% | +446.3% |
| 10Y | +763.2% | +139.3% | +623.9% | +437.0% |
| All | +2,979.8% | +1,603.0% | +1,376.8% | +727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling