+34.4%
ALC vs RACE
+229.3%
-194.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +7.6% | +5.7% | +2.0% | +5.3% |
| 30D | +21.1% | +9.3% | +11.9% | +17.0% |
| 3M | +8.5% | +3.8% | +4.6% | +6.6% |
| 6M | +2.8% | +29.8% | -27.0% | -8.4% |
| YTD | -2.4% | +15.6% | -18.0% | -9.4% |
| 1Y | +3.5% | +5.1% | -1.6% | -0.1% |
| 3Y | +4.2% | +30.8% | -26.6% | -13.1% |
| 5Y | -9.0% | +67.4% | -76.4% | -34.4% |
| All | +34.4% | +229.3% | -194.9% | -25.6% |
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