+887.2%
ASX vs M
-3.0%
+890.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.2% |
| 7D | -9.1% | +5.0% | -14.2% | -9.9% |
| 30D | -23.6% | +10.6% | -34.2% | -25.1% |
| 3M | -5.6% | +1.6% | -7.2% | -6.2% |
| 6M | +4.7% | +30.8% | -26.1% | -0.9% |
| YTD | +122.6% | +16.9% | +105.7% | +114.3% |
| 1Y | +133.0% | +26.3% | +106.7% | +120.7% |
| 3Y | +367.1% | +158.6% | +208.5% | +276.2% |
| 5Y | +504.7% | +2.1% | +502.7% | +448.5% |
| 10Y | +887.2% | -4.3% | +891.6% | +638.1% |
| All | +887.2% | -3.0% | +890.3% | +638.1% |
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