-10.0%
ABT vs RACE
+3.0%
-13.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | +0.3% | +3.9% | -3.6% | -0.5% |
| 30D | +11.6% | +7.4% | +4.2% | +9.9% |
| 3M | +3.1% | +1.6% | +1.5% | +2.7% |
| 6M | +32.8% | +23.3% | +9.5% | +26.8% |
| YTD | -9.6% | +14.7% | -24.3% | -12.7% |
| All | -10.0% | +3.0% | -13.0% | -8.8% |
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