-60.3%
ALM vs RACE
+26.7%
-87.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.3% | -7.2% | -8.4% |
| 7D | -14.5% | +5.7% | -20.2% | -16.6% |
| 30D | -39.0% | +9.3% | -48.3% | -41.5% |
| 3M | -40.3% | +3.8% | -44.1% | -41.1% |
| 6M | -60.3% | +29.8% | -90.1% | -64.3% |
| All | -60.3% | +26.7% | -87.0% | -64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling