+9.8%
ALM vs RACE
-4.6%
+14.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -5.5% |
| 7D | -4.0% | -4.0% | 0.0% | -2.4% |
| 30D | -30.5% | +3.5% | -34.1% | -31.2% |
| 3M | -46.9% | -0.4% | -46.5% | -46.6% |
| 6M | -65.5% | +23.2% | -88.7% | -67.6% |
| YTD | -13.4% | +11.0% | -24.4% | -14.7% |
| 1Y | +9.8% | -2.2% | +12.0% | +20.5% |
| All | +9.8% | -4.6% | +14.4% | +20.5% |
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