+985.8%
ASX vs ALM
+2,100.8%
-1,115.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.7% | -9.8% | -2.6% |
| 7D | +12.4% | +1.2% | +11.2% | +12.3% |
| 30D | -19.8% | -19.3% | -0.5% | -18.6% |
| 3M | -10.3% | -40.6% | +30.3% | -7.4% |
| 6M | +1.2% | -57.9% | +59.1% | +6.1% |
| YTD | +123.0% | -6.7% | +129.7% | +126.7% |
| 1Y | +145.4% | +20.2% | +125.3% | +147.1% |
| 3Y | +368.6% | +879.4% | -510.8% | +334.6% |
| 5Y | +486.0% | +415.3% | +70.8% | +448.6% |
| All | +985.8% | +2,100.8% | -1,115.0% | +844.4% |
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