+1,324.0%
ASX vs ALM
+3,431.9%
-2,108.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.6% | -11.2% | -20.7% |
| 7D | -33.3% | -14.5% | -18.8% | -33.2% |
| 30D | -36.5% | -39.0% | +2.6% | -36.3% |
| 3M | -19.2% | -40.3% | +21.1% | -19.0% |
| 6M | -10.2% | -60.3% | +50.1% | -9.9% |
| YTD | +86.5% | -9.8% | +96.2% | +86.7% |
| 1Y | +89.6% | +30.8% | +58.9% | +89.7% |
| 3Y | +298.6% | +772.4% | -473.8% | +296.9% |
| 5Y | +414.3% | +390.7% | +23.5% | +412.2% |
| 10Y | +711.1% | +2,028.5% | -1,317.4% | +706.1% |
| All | +1,324.0% | +3,431.9% | -2,108.0% | +1,307.4% |
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