+2,950.3%
ALM vs RACE
+818.0%
+2,132.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -2.6% | -2.5% | -0.1% | -2.2% |
| 30D | +32.0% | +0.8% | +31.2% | +31.9% |
| 3M | -15.0% | +17.2% | -32.2% | -16.9% |
| 6M | -10.1% | +13.6% | -23.7% | -11.8% |
| YTD | +99.4% | +12.2% | +87.2% | +95.4% |
| 1Y | +316.4% | -16.3% | +332.6% | +322.4% |
| 3Y | +2,022.0% | +36.4% | +1,985.5% | +1,907.7% |
| 5Y | +941.2% | +95.0% | +846.2% | +842.1% |
| All | +2,950.3% | +818.0% | +2,132.4% | +1,548.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling