+23.8%
ALC vs RACE
+219.6%
-195.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.4% |
| 7D | -2.1% | -2.5% | +0.4% | -1.1% |
| 30D | -0.1% | +0.8% | -0.9% | -0.5% |
| 3M | +5.9% | +17.2% | -11.3% | -1.1% |
| 6M | -15.9% | +13.6% | -29.5% | -21.0% |
| YTD | -10.1% | +12.2% | -22.3% | -15.4% |
| 1Y | -10.2% | -16.3% | +6.0% | -5.3% |
| 3Y | -13.6% | +36.4% | -50.0% | -29.5% |
| 5Y | -15.1% | +95.0% | -110.1% | -42.9% |
| All | +23.8% | +219.6% | -195.8% | -30.6% |
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 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