+1,422.2%
JPM vs ASX
+3,211.4%
-1,789.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.6% | -6.4% | +0.1% |
| 7D | +0.4% | -12.3% | +12.7% | +3.0% |
| 30D | +2.7% | -26.0% | +28.7% | +9.2% |
| 3M | -3.8% | -8.1% | +4.3% | -3.9% |
| 6M | +14.3% | +1.4% | +12.9% | +8.5% |
| YTD | +8.2% | +115.6% | -107.4% | -16.8% |
| 1Y | +11.0% | +128.0% | -117.1% | -16.1% |
| 3Y | +152.7% | +371.4% | -218.7% | +51.5% |
| 5Y | +130.8% | +469.4% | -338.6% | +27.7% |
| 10Y | +506.0% | +842.6% | -336.7% | +173.3% |
| All | +1,422.2% | +3,211.4% | -1,789.2% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling