+481.4%
AG vs RACE
+647.6%
-166.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | +1.0% | -2.5% | +3.5% | +1.9% |
| 30D | +19.2% | +0.8% | +18.4% | +19.0% |
| 3M | +6.2% | +17.2% | -11.0% | +0.9% |
| 6M | -26.7% | +13.6% | -40.3% | -29.6% |
| YTD | +26.1% | +12.2% | +13.9% | +20.9% |
| 1Y | +131.7% | -16.3% | +147.9% | +141.8% |
| 3Y | +255.3% | +36.4% | +218.9% | +208.1% |
| 5Y | +61.9% | +95.0% | -33.0% | +23.1% |
| 10Y | +72.0% | +813.2% | -741.2% | -2.6% |
| All | +481.4% | +647.6% | -166.2% | +206.5% |
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