+949.2%
ASX vs ALC
+32.2%
+917.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.4% | +8.5% |
| 7D | -12.3% | +2.1% | -14.3% | -13.3% |
| 30D | -26.0% | +17.2% | -43.2% | -32.0% |
| 3M | -8.1% | +4.6% | -12.7% | -11.2% |
| 6M | +1.4% | +20.1% | -18.7% | -10.0% |
| YTD | +115.6% | -4.2% | +119.8% | +113.8% |
| 1Y | +128.0% | +2.1% | +125.9% | +117.3% |
| 3Y | +371.4% | +4.5% | +366.9% | +328.4% |
| 5Y | +469.4% | -12.3% | +481.8% | +465.8% |
| All | +949.2% | +32.2% | +917.0% | +648.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling