+371.4%
ASX vs AMT
+13.8%
+357.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.7% |
| 7D | -12.3% | +0.4% | -12.7% | -12.1% |
| 30D | -26.0% | +3.7% | -29.7% | -25.0% |
| 3M | -8.1% | +10.7% | -18.8% | -5.5% |
| 6M | +1.4% | +9.3% | -7.9% | +4.9% |
| YTD | +115.6% | +10.9% | +104.6% | +123.8% |
| 1Y | +128.0% | +10.5% | +117.5% | +136.7% |
| 3Y | +371.4% | +15.5% | +355.9% | +350.7% |
| All | +371.4% | +13.8% | +357.6% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 3y: compounded portfolio wealth divided by compounded AMT 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…
3y analysis · Full analysis span regression · 6 months rolling