+369.0%
ALM vs RACE
+62.2%
+306.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -6.0% |
| 7D | -4.0% | -4.0% | 0.0% | -3.1% |
| 30D | -30.5% | +3.5% | -34.1% | -30.9% |
| 3M | -46.9% | -0.4% | -46.5% | -46.8% |
| 6M | -65.5% | +23.2% | -88.7% | -66.8% |
| YTD | -13.4% | +11.0% | -24.4% | -15.6% |
| 1Y | +9.8% | -2.2% | +12.0% | +9.4% |
| 3Y | +783.1% | +22.5% | +760.6% | +725.5% |
| All | +369.0% | +62.2% | +306.9% | +305.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling