-0.9%
ACM vs RACE
+65.0%
-65.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +5.4% | +5.1% | +0.3% | +3.8% |
| 30D | +15.1% | +7.7% | +7.4% | +12.5% |
| 3M | -10.5% | +2.2% | -12.6% | -11.1% |
| 6M | -19.7% | +23.8% | -43.5% | -25.1% |
| YTD | -28.8% | +13.9% | -42.7% | -32.4% |
| 1Y | -47.9% | +3.8% | -51.6% | -48.9% |
| 3Y | -12.4% | +28.0% | -40.4% | -24.9% |
| All | -0.9% | +65.0% | -65.9% | -25.3% |
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