+22.7%
ALM vs RACE
+3.0%
+19.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +7.8% |
| 7D | +0.7% | +3.9% | -3.2% | -0.6% |
| 30D | -26.1% | +7.4% | -33.5% | -27.9% |
| 3M | -38.1% | +1.6% | -39.7% | -38.3% |
| 6M | -55.4% | +23.3% | -78.7% | -58.3% |
| YTD | -0.4% | +14.7% | -15.1% | -3.7% |
| All | +22.7% | +3.0% | +19.7% | +27.9% |
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