-62.1%
ALB vs RACE
+65.0%
-127.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | +9.1% | +5.1% | +4.0% | +6.7% |
| 30D | -3.4% | +7.7% | -11.1% | -6.6% |
| 3M | -20.6% | +2.2% | -22.8% | -21.5% |
| 6M | -48.2% | +23.8% | -71.9% | -53.5% |
| YTD | -29.2% | +13.9% | -43.1% | -35.0% |
| 1Y | +10.0% | +3.8% | +6.2% | +5.9% |
| 3Y | -12.9% | +28.0% | -40.9% | -33.2% |
| All | -62.1% | +65.0% | -127.1% | -75.6% |
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