+2,031.1%
ALM vs RACE
+738.3%
+1,292.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +8.0% |
| 7D | +0.7% | +3.9% | -3.2% | +0.2% |
| 30D | -26.1% | +7.4% | -33.5% | -26.8% |
| 3M | -38.1% | +1.6% | -39.7% | -38.2% |
| 6M | -55.4% | +23.3% | -78.7% | -56.7% |
| YTD | -0.4% | +14.7% | -15.1% | -2.6% |
| 1Y | +25.4% | +2.5% | +22.8% | +24.3% |
| 3Y | +907.8% | +28.0% | +879.8% | +864.2% |
| 5Y | +440.2% | +69.8% | +370.4% | +397.6% |
| 10Y | +2,031.1% | +734.9% | +1,296.3% | +1,185.6% |
| All | +2,031.1% | +738.3% | +1,292.9% | +1,185.6% |
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 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