-6.5%
ASX vs NDAQ
+20.7%
-27.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.2% | +6.5% |
| 7D | -19.9% | +0.8% | -20.8% | -19.5% |
| 30D | -30.9% | +16.5% | -47.4% | -26.1% |
| 3M | -15.1% | +13.5% | -28.6% | -10.2% |
| 6M | -6.5% | +20.9% | -27.4% | +2.4% |
| All | -6.5% | +20.7% | -27.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 6mo: compounded portfolio wealth divided by compounded NDAQ 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…
6mo analysis · Full analysis span regression · 6 months rolling