+504.7%
ASX vs ALM
+395.6%
+109.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.2% | +10.5% | +4.0% |
| 7D | -9.1% | -6.3% | -2.8% | -8.4% |
| 30D | -23.6% | -31.4% | +7.8% | -20.6% |
| 3M | -5.6% | -40.6% | +35.0% | -0.8% |
| 6M | +4.7% | -58.6% | +63.3% | +12.5% |
| YTD | +122.6% | -7.6% | +130.2% | +130.7% |
| 1Y | +133.0% | +13.8% | +119.2% | +139.2% |
| 3Y | +367.1% | +842.1% | -475.0% | +337.2% |
| 5Y | +504.7% | +407.4% | +97.3% | +486.7% |
| All | +504.7% | +395.6% | +109.2% | +486.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling