+367.7%
AME vs RACE
+647.6%
-279.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | -6.7% | +0.8% | -7.5% | -7.1% |
| 3M | +4.1% | +17.2% | -13.1% | -2.1% |
| 6M | +1.6% | +13.6% | -12.0% | -3.8% |
| YTD | +16.1% | +12.2% | +3.9% | +10.0% |
| 1Y | +27.3% | -16.3% | +43.6% | +32.8% |
| 3Y | +50.9% | +36.4% | +14.4% | +24.2% |
| 5Y | +81.4% | +95.0% | -13.6% | +25.5% |
| 10Y | +417.0% | +813.2% | -396.3% | +129.5% |
| All | +367.7% | +647.6% | -279.9% | +103.7% |
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