+858.4%
ASX vs ACM
+130.7%
+727.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | -3.7% | +3.0% | +0.8% |
| 30D | +2.0% | -11.1% | +13.1% | +5.9% |
| 3M | -1.3% | -8.0% | +6.6% | +0.6% |
| 6M | +71.4% | -29.7% | +101.1% | +94.8% |
| YTD | +135.3% | -29.4% | +164.7% | +165.0% |
| 1Y | +267.5% | -46.4% | +313.9% | +362.7% |
| 3Y | +388.5% | -22.3% | +410.8% | +424.1% |
| 5Y | +417.1% | +4.5% | +412.6% | +395.5% |
| All | +858.4% | +130.7% | +727.8% | +651.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling