+2,506.2%
AMAT vs RACE
+688.6%
+1,817.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.5% | -5.6% |
| 7D | -11.2% | +9.9% | -21.1% | -15.8% |
| 30D | -31.9% | +12.8% | -44.7% | -36.5% |
| 3M | -32.3% | +7.4% | -39.7% | -35.5% |
| 6M | -5.4% | +27.6% | -33.0% | -19.3% |
| YTD | +44.3% | +18.4% | +25.9% | +26.8% |
| 1Y | +61.4% | +9.5% | +51.8% | +48.0% |
| 3Y | +170.6% | +33.9% | +136.7% | +106.9% |
| 5Y | +156.4% | +74.9% | +81.6% | +63.7% |
| 10Y | +1,356.4% | +814.9% | +541.5% | +356.9% |
| All | +2,506.2% | +688.6% | +1,817.5% | +635.1% |
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