+2,152.4%
AMAT vs RACE
+670.3%
+1,482.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.3% |
| 7D | -24.3% | +5.7% | -29.9% | -26.5% |
| 30D | -39.8% | +9.3% | -49.1% | -42.7% |
| 3M | -40.2% | +3.8% | -44.0% | -41.8% |
| 6M | -22.1% | +29.8% | -51.9% | -34.0% |
| YTD | +24.7% | +15.6% | +9.1% | +11.2% |
| 1Y | +33.3% | +5.1% | +28.2% | +25.3% |
| 3Y | +133.9% | +30.8% | +103.1% | +81.5% |
| 5Y | +117.1% | +67.4% | +49.6% | +42.2% |
| 10Y | +1,158.7% | +793.6% | +365.0% | +300.7% |
| All | +2,152.4% | +670.3% | +1,482.0% | +544.7% |
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 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