+592.1%
JPM vs ASX
+973.8%
-381.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.5% |
| 7D | -0.4% | +11.1% | -11.5% | -2.9% |
| 30D | -1.4% | +9.6% | -11.0% | -3.8% |
| 3M | +13.9% | +18.6% | -4.7% | +7.4% |
| 6M | +23.5% | +92.1% | -68.6% | +1.2% |
| YTD | +11.6% | +158.5% | -146.8% | -16.1% |
| 1Y | +21.4% | +271.9% | -250.5% | -18.0% |
| 3Y | +163.4% | +465.2% | -301.8% | +51.9% |
| 5Y | +152.5% | +479.4% | -326.9% | +39.3% |
| 10Y | +592.1% | +992.0% | -399.8% | +189.5% |
| All | +592.1% | +973.8% | -381.6% | +189.5% |
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