+143.3%
ACM vs RACE
+670.3%
-527.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.3% |
| 7D | +5.1% | +5.7% | -0.6% | +2.8% |
| 30D | +11.5% | +9.3% | +2.2% | +7.7% |
| 3M | -10.5% | +3.8% | -14.3% | -11.8% |
| 6M | -20.4% | +29.8% | -50.2% | -28.7% |
| YTD | -28.9% | +15.6% | -44.5% | -33.9% |
| 1Y | -48.7% | +5.1% | -53.8% | -50.4% |
| 3Y | -12.5% | +30.8% | -43.3% | -26.8% |
| 5Y | +0.5% | +67.4% | -66.9% | -26.5% |
| 10Y | +161.2% | +793.6% | -632.4% | -9.6% |
| All | +143.3% | +670.3% | -527.0% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling