+100.0%
ACM vs RACE
+717.8%
-617.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.8% |
| 7D | +5.1% | -4.0% | +9.1% | +6.8% |
| 30D | +18.7% | +3.5% | +15.1% | +17.1% |
| 3M | +15.5% | -0.4% | +15.9% | +15.6% |
| 6M | +1.2% | +23.2% | -21.9% | -7.4% |
| YTD | -25.2% | +11.0% | -36.2% | -29.4% |
| 1Y | -46.3% | -2.2% | -44.1% | -46.6% |
| 3Y | -9.6% | +22.5% | -32.1% | -22.5% |
| 5Y | +4.4% | +63.2% | -58.8% | -23.5% |
| All | +100.0% | +717.8% | -617.9% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling