+479.1%
JPM vs ASX
+878.5%
-399.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.7% |
| 7D | +1.2% | -9.1% | +10.4% | +2.7% |
| 30D | +2.7% | -23.6% | +26.3% | +7.7% |
| 3M | -4.5% | -5.6% | +1.2% | -5.2% |
| 6M | +14.3% | +4.7% | +9.6% | +7.8% |
| YTD | +8.2% | +122.6% | -114.4% | -17.3% |
| 1Y | +10.0% | +133.0% | -123.0% | -17.1% |
| 3Y | +149.0% | +367.1% | -218.2% | +47.8% |
| 5Y | +131.0% | +504.7% | -373.7% | +22.6% |
| 10Y | +479.1% | +887.2% | -408.1% | +141.8% |
| All | +479.1% | +878.5% | -399.4% | +141.8% |
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