+340.0%
AG vs RACE
+663.9%
-323.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +10.8% | +3.9% | +6.9% | +9.5% |
| 30D | -8.2% | +7.4% | -15.6% | -10.3% |
| 3M | -13.7% | +1.6% | -15.3% | -14.1% |
| 6M | -27.3% | +23.3% | -50.6% | -32.1% |
| YTD | -4.6% | +14.7% | -19.2% | -9.1% |
| 1Y | +39.4% | +2.5% | +36.8% | +37.4% |
| 3Y | +244.1% | +28.0% | +216.1% | +206.0% |
| 5Y | +16.8% | +69.8% | -53.0% | -7.8% |
| 10Y | +71.7% | +734.9% | -663.2% | -0.3% |
| All | +340.0% | +663.9% | -323.9% | +130.3% |
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 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