+309.5%
AG vs RACE
+658.2%
-348.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.0% | -3.9% | -0.2% | -2.7% |
| 30D | -13.1% | +6.8% | -19.9% | -14.9% |
| 3M | -22.0% | +1.3% | -23.4% | -22.3% |
| 6M | -37.3% | +26.3% | -63.5% | -41.8% |
| YTD | -11.2% | +13.8% | -25.0% | -15.2% |
| 1Y | +23.9% | -0.5% | +24.4% | +23.4% |
| 3Y | +225.1% | +25.6% | +199.5% | +191.0% |
| 5Y | +7.7% | +67.6% | -59.9% | -14.6% |
| 10Y | +86.9% | +724.7% | -637.8% | +8.9% |
| All | +309.5% | +658.2% | -348.7% | +114.9% |
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