+604.2%
COST vs ASX
+974.7%
-370.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.4% |
| 7D | -2.5% | +6.5% | -9.0% | -3.3% |
| 30D | -4.4% | +3.1% | -7.6% | -5.0% |
| 3M | -8.1% | +17.4% | -25.5% | -11.2% |
| 6M | -9.2% | +85.4% | -94.7% | -19.2% |
| YTD | +5.1% | +150.1% | -145.0% | -11.2% |
| 1Y | -5.1% | +256.3% | -261.4% | -24.8% |
| 3Y | +70.4% | +446.9% | -376.5% | +22.2% |
| 5Y | +104.7% | +447.1% | -342.4% | +42.6% |
| All | +604.2% | +974.7% | -370.5% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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