+203.0%
AMAT vs RACE
+36.9%
+166.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.9% |
| 7D | -1.5% | -2.5% | +1.0% | -0.7% |
| 30D | -14.8% | +0.8% | -15.6% | -15.1% |
| 3M | -9.3% | +17.2% | -26.4% | -14.4% |
| 6M | +27.4% | +13.6% | +13.8% | +21.0% |
| YTD | +77.6% | +12.2% | +65.4% | +68.5% |
| 1Y | +188.9% | -16.3% | +205.2% | +206.2% |
| All | +203.0% | +36.9% | +166.1% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling