+224.0%
ABT vs RACE
+663.9%
-439.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +0.3% | +3.9% | -3.6% | -0.8% |
| 30D | +11.6% | +7.4% | +4.2% | +9.4% |
| 3M | +3.1% | +1.6% | +1.5% | +2.6% |
| 6M | +32.8% | +23.3% | +9.5% | +24.4% |
| YTD | -9.6% | +14.7% | -24.3% | -14.0% |
| 1Y | -10.4% | +2.5% | -12.9% | -11.9% |
| 3Y | +25.8% | +28.0% | -2.2% | +10.7% |
| 5Y | -3.4% | +69.8% | -73.3% | -24.7% |
| 10Y | +232.9% | +734.9% | -502.0% | +63.5% |
| All | +224.0% | +663.9% | -439.9% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling