+10.0%
JPM vs ASX
+133.5%
-123.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.2% |
| 7D | +1.2% | -9.1% | +10.4% | +1.5% |
| 30D | +2.7% | -23.6% | +26.3% | +3.7% |
| 3M | -4.5% | -5.6% | +1.2% | -4.6% |
| 6M | +14.3% | +4.7% | +9.6% | +11.9% |
| YTD | +8.2% | +122.6% | -114.4% | -3.9% |
| 1Y | +10.0% | +133.0% | -123.0% | -3.7% |
| All | +10.0% | +133.5% | -123.4% | -3.7% |
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