+415.3%
ASX vs AMT
-20.2%
+435.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.7% | +9.1% | +6.5% |
| 7D | -19.9% | +0.5% | -20.5% | -20.0% |
| 30D | -30.9% | +13.6% | -44.5% | -31.5% |
| 3M | -15.1% | +11.5% | -26.6% | -15.7% |
| 6M | -6.5% | +6.9% | -13.4% | -7.2% |
| YTD | +98.4% | +10.8% | +87.6% | +95.4% |
| 1Y | +107.9% | +10.3% | +97.5% | +104.8% |
| 3Y | +325.3% | +12.4% | +312.9% | +293.3% |
| All | +415.3% | -20.2% | +435.5% | +421.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling