+145.4%
ASX vs ACM
-46.0%
+191.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +12.4% | +5.6% | +6.8% | +11.3% |
| 30D | -19.8% | +20.8% | -40.6% | -22.1% |
| 3M | -10.3% | +11.4% | -21.7% | -11.9% |
| 6M | +1.2% | +0.9% | +0.3% | +1.1% |
| YTD | +123.0% | -24.8% | +147.8% | +141.6% |
| 1Y | +145.4% | -46.4% | +191.9% | +182.0% |
| All | +145.4% | -46.0% | +191.4% | +182.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling