+41.8%
ALM vs RACE
+10.6%
+31.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.4% |
| 7D | -6.4% | +9.9% | -16.3% | -9.7% |
| 30D | -35.0% | +12.8% | -47.8% | -37.9% |
| 3M | -33.8% | +7.4% | -41.2% | -35.4% |
| 6M | -55.0% | +27.6% | -82.6% | -58.7% |
| YTD | -0.2% | +18.4% | -18.6% | -4.8% |
| 1Y | +41.8% | +9.5% | +32.2% | +43.9% |
| All | +41.8% | +10.6% | +31.2% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling