+186.2%
ALB vs RACE
+647.6%
-461.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.6% |
| 7D | -8.1% | -2.5% | -5.5% | -7.0% |
| 30D | +6.3% | +0.8% | +5.5% | +5.9% |
| 3M | -23.6% | +17.2% | -40.7% | -29.6% |
| 6M | -24.6% | +13.6% | -38.2% | -30.3% |
| YTD | -10.3% | +12.2% | -22.5% | -17.3% |
| 1Y | +61.5% | -16.3% | +77.7% | +69.5% |
| 3Y | -34.0% | +36.4% | -70.4% | -48.3% |
| 5Y | -44.6% | +95.0% | -139.6% | -64.4% |
| 10Y | +76.1% | +813.2% | -737.1% | -37.5% |
| All | +186.2% | +647.6% | -461.4% | -1.7% |
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