+53.3%
AMCR vs RACE
+647.6%
-594.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -1.9% | -2.5% | +0.7% | -1.2% |
| 30D | -4.1% | +0.8% | -4.9% | -4.3% |
| 3M | +21.7% | +17.2% | +4.5% | +16.7% |
| 6M | +1.5% | +13.6% | -12.1% | -2.0% |
| YTD | +13.1% | +12.2% | +0.9% | +9.3% |
| 1Y | +13.0% | -16.3% | +29.2% | +16.6% |
| 3Y | +6.9% | +36.4% | -29.5% | -4.2% |
| 5Y | -10.5% | +95.0% | -105.4% | -27.7% |
| 10Y | +20.9% | +813.2% | -792.4% | -8.7% |
| All | +53.3% | +647.6% | -594.3% | +15.7% |
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