+842.6%
ASX vs ACM
+147.1%
+695.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.4% | +6.5% |
| 7D | -12.3% | +6.9% | -19.2% | -14.4% |
| 30D | -26.0% | +19.1% | -45.1% | -30.9% |
| 3M | -8.1% | -6.9% | -1.2% | -6.3% |
| 6M | +1.4% | -12.0% | +13.4% | +5.1% |
| YTD | +115.6% | -25.1% | +140.7% | +137.5% |
| 1Y | +128.0% | -45.4% | +173.4% | +186.4% |
| 3Y | +371.4% | -6.9% | +378.3% | +370.1% |
| 5Y | +469.4% | +3.7% | +465.7% | +443.1% |
| 10Y | +842.6% | +135.8% | +706.9% | +603.4% |
| All | +842.6% | +147.1% | +695.5% | +603.4% |
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