+222.3%
ABT vs RACE
+658.9%
-436.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +3.5% | +5.1% | -1.6% | +2.1% |
| 30D | +12.0% | +7.7% | +4.3% | +9.7% |
| 3M | +2.5% | +2.2% | +0.3% | +1.7% |
| 6M | +29.1% | +23.8% | +5.3% | +20.8% |
| YTD | -10.1% | +13.9% | -24.0% | -14.3% |
| 1Y | -9.8% | +3.8% | -13.6% | -11.7% |
| 3Y | +23.3% | +28.0% | -4.8% | +8.4% |
| 5Y | -2.4% | +64.9% | -67.3% | -23.2% |
| 10Y | +239.4% | +780.4% | -541.0% | +64.7% |
| All | +222.3% | +658.9% | -436.6% | +51.3% |
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