-6.8%
ALLY vs RACE
+65.1%
-71.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.3% |
| 7D | -1.1% | +5.7% | -6.8% | -3.7% |
| 30D | +4.2% | +9.3% | -5.1% | -0.1% |
| 3M | -12.4% | +3.8% | -16.2% | -14.2% |
| 6M | -8.7% | +29.8% | -38.5% | -19.9% |
| YTD | -11.6% | +15.6% | -27.3% | -18.8% |
| 1Y | +0.2% | +5.1% | -4.9% | -3.6% |
| 3Y | +57.1% | +30.8% | +26.3% | +19.9% |
| 5Y | -6.8% | +67.4% | -74.3% | -47.6% |
| All | -6.8% | +65.1% | -71.9% | -47.6% |
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