+325.3%
ASX vs ACM
-12.3%
+337.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -19.9% | +5.4% | -25.3% | -21.3% |
| 30D | -30.9% | +15.1% | -46.0% | -34.3% |
| 3M | -15.1% | -10.5% | -4.6% | -11.7% |
| 6M | -6.5% | -19.7% | +13.2% | +2.1% |
| YTD | +98.4% | -28.8% | +127.3% | +127.2% |
| 1Y | +107.9% | -47.9% | +155.7% | +183.7% |
| 3Y | +325.3% | -12.4% | +337.6% | +307.0% |
| All | +325.3% | -12.3% | +337.6% | +307.0% |
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