+26.7%
ALM vs RACE
+3.3%
+23.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | -6.7% | +5.1% | -11.8% | -8.3% |
| 30D | -32.9% | +7.7% | -40.6% | -34.7% |
| 3M | -39.5% | +2.2% | -41.7% | -39.8% |
| 6M | -62.0% | +23.8% | -85.7% | -64.7% |
| YTD | -7.8% | +13.9% | -21.7% | -10.4% |
| 1Y | +26.7% | +3.8% | +22.9% | +35.0% |
| All | +26.7% | +3.3% | +23.4% | +35.0% |
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