+415.3%
ASX vs ADM
+24.5%
+390.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.5% |
| 7D | -19.9% | -9.0% | -10.9% | -18.7% |
| 30D | -30.9% | -14.0% | -16.9% | -29.3% |
| 3M | -15.1% | -9.2% | -5.9% | -14.1% |
| 6M | -6.5% | -9.2% | +2.7% | -5.4% |
| YTD | +98.4% | +24.2% | +74.2% | +89.7% |
| 1Y | +107.9% | +27.0% | +80.9% | +97.6% |
| 3Y | +325.3% | +6.6% | +318.7% | +312.1% |
| All | +415.3% | +24.5% | +390.8% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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