+299.6%
ASX vs ACM
-12.3%
+311.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.2% | -18.6% | -20.0% |
| 7D | -33.3% | +5.1% | -38.3% | -34.4% |
| 30D | -36.5% | +11.5% | -48.0% | -38.9% |
| 3M | -19.2% | -10.5% | -8.7% | -16.0% |
| 6M | -10.2% | -20.4% | +10.1% | -1.6% |
| YTD | +86.5% | -28.9% | +115.3% | +113.5% |
| 1Y | +89.6% | -48.7% | +138.3% | +161.6% |
| All | +299.6% | -12.3% | +311.9% | +282.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling