-45.4%
ACM vs RACE
+3.0%
-48.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +6.9% | +3.9% | +3.0% | +5.9% |
| 30D | +19.1% | +7.4% | +11.6% | +17.0% |
| 3M | -6.9% | +1.6% | -8.5% | -7.4% |
| 6M | -12.0% | +23.3% | -35.4% | -15.8% |
| YTD | -25.1% | +14.7% | -39.8% | -27.4% |
| All | -45.4% | +3.0% | -48.4% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling