+392.6%
ASX vs ACM
-21.7%
+414.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.4% |
| 3M | -1.3% | -8.0% | +6.6% | +0.9% |
| 6M | +71.4% | -29.7% | +101.1% | +100.0% |
| YTD | +135.3% | -29.4% | +164.7% | +170.6% |
| 1Y | +267.5% | -46.4% | +313.9% | +392.0% |
| All | +392.6% | -21.7% | +414.3% | +399.0% |
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 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