+842.6%
ASX vs M
+3.7%
+838.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.5% | +7.1% |
| 7D | -12.3% | +2.5% | -14.8% | -12.6% |
| 30D | -26.0% | +10.1% | -36.1% | -27.4% |
| 3M | -8.1% | -0.9% | -7.2% | -8.2% |
| 6M | +1.4% | +30.2% | -28.8% | -3.9% |
| YTD | +115.6% | +16.3% | +99.3% | +107.8% |
| 1Y | +128.0% | +27.0% | +101.1% | +115.8% |
| 3Y | +371.4% | +154.5% | +216.9% | +280.9% |
| 5Y | +469.4% | -1.1% | +470.5% | +418.8% |
| 10Y | +842.6% | +0.5% | +842.1% | +602.6% |
| All | +842.6% | +3.7% | +838.9% | +602.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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