+407.4%
ALM vs RACE
+69.7%
+337.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.5% | -7.1% |
| 7D | -6.3% | +0.2% | -6.6% | -6.3% |
| 30D | -31.4% | +6.6% | -38.0% | -32.3% |
| 3M | -40.6% | +2.2% | -42.8% | -40.8% |
| 6M | -58.6% | +22.4% | -81.0% | -60.3% |
| YTD | -7.6% | +13.8% | -21.4% | -10.5% |
| 1Y | +13.8% | +2.2% | +11.6% | +12.4% |
| 3Y | +842.1% | +25.6% | +816.5% | +775.9% |
| 5Y | +407.4% | +71.0% | +336.4% | +326.9% |
| All | +407.4% | +69.7% | +337.7% | +326.9% |
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 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