-62.0%
ALB vs RACE
+69.7%
-131.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.5% | -3.9% |
| 7D | +5.3% | +0.2% | +5.0% | +5.1% |
| 30D | -6.3% | +6.6% | -12.9% | -9.0% |
| 3M | -27.4% | +2.2% | -29.6% | -28.2% |
| 6M | -53.1% | +22.4% | -75.5% | -57.6% |
| YTD | -32.3% | +13.8% | -46.1% | -37.8% |
| 1Y | -7.3% | +2.2% | -9.5% | -10.0% |
| 3Y | -14.9% | +25.6% | -40.6% | -33.8% |
| 5Y | -62.0% | +71.0% | -133.0% | -76.3% |
| All | -62.0% | +69.7% | -131.7% | -76.3% |
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 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