+162.3%
ABCL vs RACE
+3.3%
+159.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.3% |
| 7D | -3.2% | +5.1% | -8.3% | -4.7% |
| 30D | -7.4% | +7.7% | -15.1% | -9.7% |
| 3M | +81.9% | +2.2% | +79.8% | +80.2% |
| 6M | +135.7% | +23.8% | +112.0% | +115.6% |
| YTD | +247.4% | +13.9% | +233.5% | +214.8% |
| 1Y | +162.3% | +3.8% | +158.5% | +137.2% |
| All | +162.3% | +3.3% | +159.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling