+0.5%
ACM vs RACE
+65.1%
-64.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.4% |
| 7D | +5.1% | +5.7% | -0.6% | +3.3% |
| 30D | +11.5% | +9.3% | +2.2% | +8.5% |
| 3M | -10.5% | +3.8% | -14.3% | -11.5% |
| 6M | -20.4% | +29.8% | -50.2% | -26.9% |
| YTD | -28.9% | +15.6% | -44.5% | -32.7% |
| 1Y | -48.7% | +5.1% | -53.8% | -49.9% |
| 3Y | -12.5% | +30.8% | -43.3% | -25.6% |
| 5Y | +0.5% | +67.4% | -66.9% | -24.3% |
| All | +0.5% | +65.1% | -64.6% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling