+3,552.3%
ASX vs RF
+292.8%
+3,259.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | +2.0% | -3.6% | +5.6% | +2.8% |
| 3M | -1.3% | +8.1% | -9.4% | -3.2% |
| 6M | +71.4% | +11.5% | +60.0% | +66.8% |
| YTD | +135.3% | +15.6% | +119.8% | +126.7% |
| 1Y | +267.5% | +15.7% | +251.8% | +253.1% |
| 3Y | +388.5% | +86.9% | +301.6% | +317.2% |
| 5Y | +417.1% | +89.8% | +327.3% | +336.9% |
| 10Y | +872.7% | +344.7% | +528.1% | +556.5% |
| All | +3,552.3% | +292.8% | +3,259.5% | +1,787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling