+953.3%
ASX vs NYT
+489.9%
+463.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | +0.5% | +4.6% | -4.1% | -0.8% |
| 3M | +8.3% | -9.6% | +17.9% | +10.3% |
| 6M | +82.0% | -14.0% | +96.0% | +87.4% |
| YTD | +147.6% | -2.8% | +150.5% | +145.2% |
| 1Y | +258.8% | +15.6% | +243.2% | +235.7% |
| 3Y | +452.1% | +56.3% | +395.7% | +360.5% |
| 5Y | +441.7% | +39.5% | +402.2% | +352.8% |
| All | +953.3% | +489.9% | +463.3% | +686.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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