+415.3%
ASX vs ACM
-2.7%
+418.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -19.9% | +5.4% | -25.3% | -21.7% |
| 30D | -30.9% | +15.1% | -46.0% | -35.3% |
| 3M | -15.1% | -10.5% | -4.6% | -11.3% |
| 6M | -6.5% | -19.7% | +13.2% | +2.9% |
| YTD | +98.4% | -28.8% | +127.3% | +131.1% |
| 1Y | +107.9% | -47.9% | +155.7% | +191.6% |
| 3Y | +325.3% | -12.4% | +337.6% | +315.4% |
| All | +415.3% | -2.7% | +418.0% | +352.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling