+748.4%
ASX vs ALM
+2,022.9%
-1,274.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.1% | +4.3% | +6.3% |
| 7D | -19.9% | -6.7% | -13.3% | -19.4% |
| 30D | -30.9% | -32.9% | +2.0% | -29.1% |
| 3M | -15.1% | -39.5% | +24.4% | -12.4% |
| 6M | -6.5% | -62.0% | +55.5% | -1.6% |
| YTD | +98.4% | -7.8% | +106.3% | +101.9% |
| 1Y | +107.9% | +26.7% | +81.2% | +109.1% |
| 3Y | +325.3% | +825.4% | -500.1% | +295.5% |
| 5Y | +447.3% | +401.2% | +46.1% | +413.4% |
| All | +748.4% | +2,022.9% | -1,274.5% | +638.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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