-12.4%
ACM vs RACE
+30.0%
-42.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.6% |
| 7D | +5.1% | +5.7% | -0.6% | +3.7% |
| 30D | +11.5% | +9.3% | +2.2% | +9.2% |
| 3M | -10.5% | +3.8% | -14.3% | -11.3% |
| 6M | -20.4% | +29.8% | -50.2% | -25.1% |
| YTD | -28.9% | +15.6% | -44.5% | -31.6% |
| 1Y | -48.7% | +5.1% | -53.8% | -49.5% |
| All | -12.4% | +30.0% | -42.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling