+3,108.0%
AMAT vs RACE
+647.6%
+2,460.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.2% |
| 30D | -14.8% | +0.8% | -15.6% | -15.4% |
| 3M | -9.3% | +17.2% | -26.4% | -17.9% |
| 6M | +27.4% | +13.6% | +13.8% | +16.3% |
| YTD | +77.6% | +12.2% | +65.4% | +61.6% |
| 1Y | +188.9% | -16.3% | +205.2% | +207.0% |
| 3Y | +202.3% | +36.4% | +165.9% | +127.8% |
| 5Y | +248.9% | +95.0% | +153.9% | +109.7% |
| 10Y | +1,585.2% | +813.2% | +772.0% | +438.3% |
| All | +3,108.0% | +647.6% | +2,460.4% | +836.5% |
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