+3,552.3%
ASX vs AME
+8,999.4%
-5,447.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.7% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | +2.0% | -6.7% | +8.7% | +6.4% |
| 3M | -1.3% | +4.1% | -5.4% | -2.9% |
| 6M | +71.4% | +1.6% | +69.9% | +71.7% |
| YTD | +135.3% | +16.1% | +119.2% | +117.6% |
| 1Y | +267.5% | +27.3% | +240.2% | +221.1% |
| 3Y | +388.5% | +50.9% | +337.6% | +282.4% |
| 5Y | +417.1% | +81.4% | +335.7% | +263.1% |
| 10Y | +872.7% | +417.0% | +455.8% | +254.1% |
| All | +3,552.3% | +8,999.4% | -5,447.1% | +169.9% |
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 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