+855.0%
ALM vs RACE
+670.3%
+184.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.3% | -7.2% | -9.3% |
| 7D | -14.5% | +5.7% | -20.2% | -15.1% |
| 30D | -39.0% | +9.3% | -48.3% | -39.7% |
| 3M | -40.3% | +3.8% | -44.1% | -40.5% |
| 6M | -60.3% | +29.8% | -90.1% | -61.5% |
| YTD | -9.8% | +15.6% | -25.4% | -11.6% |
| 1Y | +30.8% | +5.1% | +25.7% | +29.4% |
| 3Y | +772.4% | +30.8% | +741.6% | +738.7% |
| 5Y | +390.7% | +67.4% | +323.3% | +358.3% |
| 10Y | +2,028.5% | +793.6% | +1,234.9% | +1,698.9% |
| All | +855.0% | +670.3% | +184.6% | +752.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling