+414.3%
ASX vs RF
+42.4%
+371.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.1% | -18.6% | -19.9% |
| 7D | -33.3% | -1.6% | -31.7% | -32.7% |
| 30D | -36.5% | +5.0% | -41.5% | -37.6% |
| 3M | -19.2% | -10.0% | -9.2% | -15.7% |
| 6M | -10.2% | +3.3% | -13.6% | -12.0% |
| YTD | +86.5% | +7.9% | +78.5% | +78.5% |
| 1Y | +89.6% | +21.2% | +68.4% | +72.4% |
| 3Y | +298.6% | +105.8% | +192.8% | +178.4% |
| 5Y | +414.3% | +43.7% | +370.5% | +304.5% |
| All | +414.3% | +42.4% | +371.8% | +304.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling