+368.6%
ASX vs ALM
+909.2%
-540.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.7% | -9.8% | -3.1% |
| 7D | +12.4% | +1.2% | +11.2% | +12.1% |
| 30D | -19.8% | -19.3% | -0.5% | -17.4% |
| 3M | -10.3% | -40.6% | +30.3% | -4.4% |
| 6M | +1.2% | -57.9% | +59.1% | +10.7% |
| YTD | +123.0% | -6.7% | +129.7% | +134.0% |
| 1Y | +145.4% | +20.2% | +125.3% | +154.2% |
| 3Y | +368.6% | +879.4% | -510.8% | +347.7% |
| All | +368.6% | +909.2% | -540.6% | +347.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling