+196.6%
AMD vs RACE
+65.1%
+131.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -14.9% | -15.7% |
| 7D | -28.6% | +5.7% | -34.3% | -31.0% |
| 30D | -37.7% | +9.3% | -47.0% | -41.3% |
| 3M | -16.1% | +3.8% | -19.9% | -18.4% |
| 6M | +13.8% | +29.8% | -16.0% | -6.2% |
| YTD | +88.8% | +15.6% | +73.2% | +64.9% |
| 1Y | +57.8% | +5.1% | +52.7% | +47.9% |
| 3Y | +260.3% | +30.8% | +229.5% | +144.3% |
| 5Y | +196.6% | +67.4% | +129.2% | +54.0% |
| All | +196.6% | +65.1% | +131.5% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling