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  • STM vs ASX✓SelectedUSD · ASXSTM vs ASX performance historyLatest closeAs of-0.52%09/08
Stock and ETF performance explorer

STM vs ASX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+97.4%
ASX return
+256.3%
Excess return
-158.9%
Maximum drawdown
-39.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioASXExcessAlpha
1D-0.5%+6.1%-6.6%-4.4%
7D+5.2%+6.3%-1.1%+0.9%
30D-7.4%+6.4%-13.8%-11.4%
3M-30.6%+13.1%-43.8%-36.1%
6M+66.4%+90.3%-23.9%+15.3%
YTD+101.1%+149.6%-48.5%+24.8%
1Y+97.4%+249.2%-151.8%+3.8%
All+97.4%+256.3%-158.9%+3.8%

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