+1,697.2%
ASX vs ALM
+7,705.7%
-6,008.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | +2.0% | +32.0% | -30.0% | +1.9% |
| 3M | -1.3% | -15.0% | +13.7% | -1.3% |
| 6M | +71.4% | -10.1% | +81.6% | +71.4% |
| YTD | +135.3% | +99.4% | +35.9% | +134.8% |
| 1Y | +267.5% | +316.4% | -48.9% | +266.0% |
| 3Y | +388.5% | +2,022.0% | -1,633.5% | +384.5% |
| 5Y | +417.1% | +941.2% | -524.1% | +413.3% |
| 10Y | +872.7% | +2,950.3% | -2,077.6% | +863.4% |
| All | +1,697.2% | +7,705.7% | -6,008.5% | +1,669.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling