+2,979.8%
ASX vs AME
+8,665.7%
-5,685.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.5% | +3.9% | +4.8% |
| 7D | -19.9% | -5.2% | -14.8% | -16.5% |
| 30D | -30.9% | -8.0% | -22.9% | -26.1% |
| 3M | -15.1% | -8.9% | -6.2% | -8.6% |
| 6M | -6.5% | -5.0% | -1.5% | -0.9% |
| YTD | +98.4% | +11.9% | +86.6% | +90.8% |
| 1Y | +107.9% | +16.6% | +91.2% | +94.9% |
| 3Y | +325.3% | +62.5% | +262.8% | +223.7% |
| 5Y | +447.3% | +67.6% | +379.7% | +309.7% |
| 10Y | +763.2% | +450.4% | +312.8% | +208.4% |
| All | +2,979.8% | +8,665.7% | -5,685.9% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling