-43.9%
ALB vs RACE
+93.6%
-137.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.6% |
| 7D | -8.1% | -2.5% | -5.5% | -7.1% |
| 30D | +6.3% | +0.8% | +5.5% | +5.9% |
| 3M | -23.6% | +17.2% | -40.7% | -29.3% |
| 6M | -24.6% | +13.6% | -38.2% | -29.9% |
| YTD | -10.3% | +12.2% | -22.5% | -16.9% |
| 1Y | +61.5% | -16.3% | +77.7% | +72.0% |
| 3Y | -34.0% | +36.4% | -70.4% | -52.0% |
| All | -43.9% | +93.6% | -137.4% | -67.6% |
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