+19.9%
JPM vs ASX
+253.2%
-233.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | -0.2% |
| 7D | -2.3% | +6.5% | -8.8% | -2.7% |
| 30D | -2.3% | +3.1% | -5.5% | -2.5% |
| 3M | +14.9% | +17.4% | -2.5% | +13.0% |
| 6M | +23.6% | +85.4% | -61.8% | +14.8% |
| YTD | +11.3% | +150.1% | -138.8% | +0.1% |
| 1Y | +19.9% | +256.3% | -236.4% | +4.2% |
| All | +19.9% | +253.2% | -233.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling