+5.4%
ACM vs RACE
+69.7%
-64.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +6.6% | +0.2% | +6.4% | +6.5% |
| 30D | +19.8% | +6.6% | +13.1% | +17.4% |
| 3M | -3.1% | +2.2% | -5.3% | -3.8% |
| 6M | -11.5% | +22.4% | -33.9% | -17.2% |
| YTD | -24.7% | +13.8% | -38.5% | -28.4% |
| 1Y | -45.1% | +2.2% | -47.3% | -45.9% |
| 3Y | -8.9% | +25.6% | -34.5% | -21.3% |
| 5Y | +5.4% | +71.0% | -65.6% | -21.6% |
| All | +5.4% | +69.7% | -64.3% | -21.6% |
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