+415.3%
ASX vs Z
-55.4%
+470.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.9% | +6.9% |
| 7D | -19.9% | -4.6% | -15.4% | -18.9% |
| 30D | -30.9% | +8.3% | -39.2% | -32.5% |
| 3M | -15.1% | -11.6% | -3.5% | -13.9% |
| 6M | -6.5% | -33.6% | +27.2% | +1.1% |
| YTD | +98.4% | -56.7% | +155.1% | +137.5% |
| 1Y | +107.9% | -59.1% | +167.0% | +152.1% |
| 3Y | +325.3% | -20.4% | +345.6% | +299.8% |
| All | +415.3% | -55.4% | +470.7% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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