+414.3%
ASX vs ACGL
+174.7%
+239.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.1% | -20.7% | -20.8% |
| 7D | -33.3% | +6.4% | -39.7% | -33.2% |
| 30D | -36.5% | +16.6% | -53.1% | -36.4% |
| 3M | -19.2% | +11.6% | -30.8% | -19.1% |
| 6M | -10.2% | +17.5% | -27.7% | -10.8% |
| YTD | +86.5% | +15.3% | +71.2% | +85.4% |
| 1Y | +89.6% | +26.3% | +63.3% | +85.6% |
| 3Y | +298.6% | +35.9% | +262.7% | +273.1% |
| 5Y | +414.3% | +168.2% | +246.1% | +241.4% |
| All | +414.3% | +174.7% | +239.6% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 5y: compounded portfolio wealth divided by compounded ACGL 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…
5y analysis · Full analysis span regression · 6 months rolling