-10.2%
ASX vs S
+36.9%
-47.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.8% | -12.0% | -19.1% |
| 7D | -33.3% | -16.7% | -16.6% | -31.4% |
| 30D | -36.5% | -17.0% | -19.5% | -35.2% |
| 3M | -19.2% | +2.0% | -21.2% | -16.9% |
| 6M | -10.2% | +35.1% | -45.3% | -7.8% |
| All | -10.2% | +36.9% | -47.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 6mo: compounded portfolio wealth divided by compounded S 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…
6mo analysis · Full analysis span regression · 6 months rolling