+842.6%
ASX vs AME
+465.0%
+377.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +5.6% |
| 7D | -12.3% | -1.5% | -10.8% | -10.4% |
| 30D | -26.0% | -4.2% | -21.8% | -22.4% |
| 3M | -8.1% | -5.9% | -2.2% | -2.3% |
| 6M | +1.4% | +2.8% | -1.4% | +2.5% |
| YTD | +115.6% | +16.6% | +99.0% | +101.1% |
| 1Y | +128.0% | +22.1% | +105.9% | +106.5% |
| 3Y | +371.4% | +64.7% | +306.7% | +248.0% |
| 5Y | +469.4% | +76.6% | +392.8% | +301.1% |
| 10Y | +842.6% | +443.9% | +398.8% | +322.4% |
| All | +842.6% | +465.0% | +377.6% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling