+1,488.0%
JPM vs ASX
+3,515.0%
-2,027.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -0.2% | +2.0% | -2.2% | -0.9% |
| 3M | +15.9% | -1.3% | +17.2% | +13.8% |
| 6M | +20.9% | +71.4% | -50.5% | +1.6% |
| YTD | +12.9% | +135.3% | -122.4% | -13.4% |
| 1Y | +20.3% | +267.5% | -247.2% | -18.8% |
| 3Y | +160.9% | +388.5% | -227.5% | +58.0% |
| 5Y | +154.8% | +417.1% | -262.3% | +47.2% |
| 10Y | +591.1% | +872.7% | -281.7% | +215.2% |
| All | +1,488.0% | +3,515.0% | -2,027.0% | +274.6% |
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