+842.6%
ASX vs ALM
+2,221.4%
-1,378.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.1% | +0.6% | +8.1% |
| 7D | -12.3% | +0.7% | -13.0% | -12.2% |
| 30D | -26.0% | -26.1% | +0.1% | -24.5% |
| 3M | -8.1% | -38.1% | +30.0% | -5.3% |
| 6M | +1.4% | -55.4% | +56.8% | +5.8% |
| YTD | +115.6% | -0.4% | +116.0% | +118.3% |
| 1Y | +128.0% | +25.4% | +102.7% | +128.9% |
| 3Y | +371.4% | +907.8% | -536.4% | +335.6% |
| 5Y | +469.4% | +440.2% | +29.2% | +430.9% |
| 10Y | +842.6% | +2,031.1% | -1,188.5% | +712.8% |
| All | +842.6% | +2,221.4% | -1,378.8% | +712.8% |
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