-7.0%
ABT vs RACE
+93.6%
-100.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -3.7% | -2.5% | -1.2% | -3.1% |
| 30D | +2.5% | +0.8% | +1.7% | +2.3% |
| 3M | +20.2% | +17.2% | +3.0% | +15.8% |
| 6M | -2.9% | +13.6% | -16.5% | -6.1% |
| YTD | -11.9% | +12.2% | -24.1% | -14.8% |
| 1Y | -16.5% | -16.3% | -0.3% | -14.0% |
| 3Y | +12.1% | +36.4% | -24.3% | -3.3% |
| All | -7.0% | +93.6% | -100.6% | -33.6% |
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