+3,552.3%
ASX vs M
+245.2%
+3,307.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | -0.7% | +4.7% | -5.4% | -1.9% |
| 30D | +2.0% | -9.6% | +11.6% | +4.5% |
| 3M | -1.3% | +0.9% | -2.2% | -1.7% |
| 6M | +71.4% | +22.3% | +49.2% | +62.3% |
| YTD | +135.3% | +6.5% | +128.8% | +129.5% |
| 1Y | +267.5% | +38.8% | +228.7% | +232.7% |
| 3Y | +388.5% | +115.9% | +272.6% | +274.6% |
| 5Y | +417.1% | +28.6% | +388.5% | +324.2% |
| 10Y | +872.7% | -2.5% | +875.3% | +589.4% |
| All | +3,552.3% | +245.2% | +3,307.1% | +1,189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling