+101.1%
ACM vs RACE
+729.2%
-628.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +5.6% | -1.2% | +6.8% | +6.1% |
| 30D | +20.8% | +6.1% | +14.7% | +18.0% |
| 3M | +11.4% | -0.3% | +11.7% | +11.4% |
| 6M | +0.9% | +23.4% | -22.5% | -7.7% |
| YTD | -24.8% | +12.5% | -37.4% | -29.4% |
| 1Y | -46.4% | -0.5% | -46.0% | -47.1% |
| 3Y | -9.2% | +23.6% | -32.8% | -22.4% |
| 5Y | +5.0% | +65.4% | -60.5% | -23.5% |
| All | +101.1% | +729.2% | -628.1% | -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