+135.8%
ACM vs RACE
+738.3%
-602.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.9% |
| 7D | +6.9% | +3.9% | +3.0% | +5.3% |
| 30D | +19.1% | +7.4% | +11.6% | +15.8% |
| 3M | -6.9% | +1.6% | -8.5% | -7.6% |
| 6M | -12.0% | +23.3% | -35.4% | -19.4% |
| YTD | -25.1% | +14.7% | -39.8% | -30.1% |
| 1Y | -45.4% | +2.5% | -47.9% | -46.7% |
| 3Y | -6.9% | +28.0% | -34.9% | -21.4% |
| 5Y | +3.7% | +69.8% | -66.1% | -24.8% |
| 10Y | +135.8% | +734.9% | -599.1% | +12.2% |
| All | +135.8% | +738.3% | -602.5% | +12.2% |
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