+367.1%
ASX vs ACM
-7.4%
+374.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | -9.1% | +6.6% | -15.8% | -11.1% |
| 30D | -23.6% | +19.8% | -43.4% | -28.3% |
| 3M | -5.6% | -3.1% | -2.5% | -4.8% |
| 6M | +4.7% | -11.5% | +16.2% | +9.6% |
| YTD | +122.6% | -24.7% | +147.3% | +149.5% |
| 1Y | +133.0% | -45.1% | +178.1% | +211.5% |
| 3Y | +367.1% | -8.9% | +376.0% | +353.1% |
| All | +367.1% | -7.4% | +374.5% | +353.1% |
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