+432.3%
ASX vs AMT
-31.6%
+463.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +2.0% | +4.6% | -2.6% | +1.7% |
| 3M | -1.3% | -8.4% | +7.1% | -0.3% |
| 6M | +71.4% | -6.0% | +77.5% | +72.4% |
| YTD | +135.3% | +2.1% | +133.2% | +132.9% |
| 1Y | +267.5% | -6.4% | +273.9% | +268.7% |
| 3Y | +388.5% | +8.1% | +380.4% | +345.8% |
| All | +432.3% | -31.6% | +463.9% | +433.1% |
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