+3,582.5%
ASX vs FDS
+1,639.3%
+1,943.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +5.7% |
| 7D | +0.8% | -2.1% | +3.0% | +1.5% |
| 30D | -20.4% | +16.0% | -36.4% | -24.9% |
| 3M | -2.1% | +18.8% | -20.9% | -9.5% |
| 6M | +8.2% | +54.1% | -45.9% | -12.3% |
| YTD | +137.3% | +17.0% | +120.3% | +108.7% |
| 1Y | +155.0% | +25.5% | +129.5% | +117.3% |
| 3Y | +397.9% | -23.3% | +421.2% | +404.5% |
| 5Y | +529.2% | -22.6% | +551.9% | +529.3% |
| 10Y | +1,007.5% | +130.2% | +877.3% | +600.7% |
| All | +3,582.5% | +1,639.3% | +1,943.2% | +882.9% |
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