+432.3%
ASX vs ALM
+951.0%
-518.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.5% |
| 30D | +2.0% | +32.0% | -30.0% | -0.5% |
| 3M | -1.3% | -15.0% | +13.7% | -0.9% |
| 6M | +71.4% | -10.1% | +81.6% | +70.6% |
| YTD | +135.3% | +99.4% | +35.9% | +126.6% |
| 1Y | +267.5% | +316.4% | -48.9% | +241.3% |
| 3Y | +388.5% | +2,022.0% | -1,633.5% | +318.6% |
| All | +432.3% | +951.0% | -518.7% | +372.9% |
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