+861.6%
ASX vs RF
+343.3%
+518.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | +2.0% | -3.6% | +5.6% | +3.2% |
| 3M | -1.3% | +8.1% | -9.4% | -4.2% |
| 6M | +71.4% | +11.5% | +60.0% | +64.4% |
| YTD | +135.3% | +15.6% | +119.8% | +122.1% |
| 1Y | +267.5% | +15.7% | +251.8% | +245.5% |
| 3Y | +388.5% | +86.9% | +301.6% | +281.4% |
| 5Y | +417.1% | +89.8% | +327.3% | +296.4% |
| All | +861.6% | +343.3% | +518.2% | +480.2% |
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