+67.2%
AG vs RACE
+93.6%
-26.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.2% |
| 7D | +1.0% | -2.5% | +3.5% | +2.1% |
| 30D | +19.2% | +0.8% | +18.4% | +19.0% |
| 3M | +6.2% | +17.2% | -11.0% | -0.2% |
| 6M | -26.7% | +13.6% | -40.3% | -30.3% |
| YTD | +26.1% | +12.2% | +13.9% | +19.7% |
| 1Y | +131.7% | -16.3% | +147.9% | +144.2% |
| 3Y | +255.3% | +36.4% | +218.9% | +182.2% |
| All | +67.2% | +93.6% | -26.4% | +5.7% |
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