+61.5%
ALB vs RACE
-16.2%
+77.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.5% |
| 7D | -8.1% | -2.5% | -5.5% | -8.1% |
| 30D | +6.3% | +0.8% | +5.5% | +6.4% |
| 3M | -23.6% | +17.2% | -40.7% | -22.7% |
| 6M | -24.6% | +13.6% | -38.2% | -24.4% |
| YTD | -10.3% | +12.2% | -22.5% | -10.7% |
| 1Y | +61.5% | -16.3% | +77.7% | +51.1% |
| All | +61.5% | -16.2% | +77.7% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling