+339.3%
AME vs RACE
+670.3%
-331.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.1% |
| 7D | -11.4% | +5.7% | -17.1% | -13.1% |
| 30D | -12.1% | +9.3% | -21.4% | -14.8% |
| 3M | -12.3% | +3.8% | -16.2% | -13.8% |
| 6M | -4.6% | +29.8% | -34.4% | -13.8% |
| YTD | +9.1% | +15.6% | -6.5% | +2.1% |
| 1Y | +13.3% | +5.1% | +8.2% | +9.6% |
| 3Y | +58.2% | +30.8% | +27.4% | +32.9% |
| 5Y | +63.4% | +67.4% | -4.0% | +20.9% |
| 10Y | +436.7% | +793.6% | -356.9% | +138.0% |
| All | +339.3% | +670.3% | -331.0% | +89.1% |
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