+748.4%
ASX vs RF
+279.4%
+469.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | -19.9% | -0.9% | -19.0% | -19.6% |
| 30D | -30.9% | +6.0% | -36.9% | -32.2% |
| 3M | -15.1% | -8.9% | -6.2% | -12.4% |
| 6M | -6.5% | +2.3% | -8.8% | -7.7% |
| YTD | +98.4% | +7.6% | +90.9% | +91.9% |
| 1Y | +107.9% | +21.2% | +86.7% | +92.6% |
| 3Y | +325.3% | +108.5% | +216.7% | +221.0% |
| 5Y | +447.3% | +43.2% | +404.1% | +360.0% |
| All | +748.4% | +279.4% | +469.0% | +521.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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