-12.7%
ALC vs RACE
+36.9%
-49.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | -2.1% | -2.5% | +0.4% | -1.4% |
| 30D | -0.1% | +0.8% | -0.9% | -0.4% |
| 3M | +5.9% | +17.2% | -11.3% | +1.0% |
| 6M | -15.9% | +13.6% | -29.5% | -19.3% |
| YTD | -10.1% | +12.2% | -22.3% | -13.7% |
| 1Y | -10.2% | -16.3% | +6.0% | -6.2% |
| All | -12.7% | +36.9% | -49.6% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling