-39.7%
ABCL vs RACE
+93.6%
-133.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.3% |
| 7D | +0.7% | -2.5% | +3.2% | +1.9% |
| 30D | +93.1% | +0.8% | +92.3% | +92.1% |
| 3M | +79.4% | +17.2% | +62.3% | +65.6% |
| 6M | +214.9% | +13.6% | +201.3% | +194.7% |
| YTD | +234.2% | +12.2% | +222.0% | +211.8% |
| 1Y | +174.8% | -16.3% | +191.0% | +193.5% |
| 3Y | +104.5% | +36.4% | +68.0% | +57.1% |
| All | -39.7% | +93.6% | -133.2% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling