+132.8%
AMAT vs RACE
+30.0%
+102.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.9% |
| 7D | -24.3% | +5.7% | -29.9% | -25.5% |
| 30D | -39.8% | +9.3% | -49.1% | -41.4% |
| 3M | -40.2% | +3.8% | -44.0% | -41.0% |
| 6M | -22.1% | +29.8% | -51.9% | -29.1% |
| YTD | +24.7% | +15.6% | +9.1% | +17.3% |
| 1Y | +33.3% | +5.1% | +28.2% | +29.8% |
| All | +132.8% | +30.0% | +102.8% | +105.7% |
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