-6.5%
ASX vs AME
-4.0%
-2.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.5% | +3.9% | +1.5% |
| 7D | -19.9% | -5.2% | -14.8% | -10.6% |
| 30D | -30.9% | -8.0% | -22.9% | -17.2% |
| 3M | -15.1% | -8.9% | -6.2% | +4.6% |
| 6M | -6.5% | -5.0% | -1.5% | +7.9% |
| All | -6.5% | -4.0% | -2.4% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling