-14.3%
AMT vs RACE
+62.2%
-76.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.4% |
| 7D | -2.2% | -4.0% | +1.8% | -1.1% |
| 30D | +5.8% | +3.5% | +2.2% | +4.8% |
| 3M | +12.6% | -0.4% | +13.0% | +12.6% |
| 6M | +8.3% | +23.2% | -14.8% | +1.7% |
| YTD | +11.4% | +11.0% | +0.4% | +7.3% |
| 1Y | +7.7% | -2.2% | +10.0% | +7.3% |
| 3Y | +14.8% | +22.5% | -7.7% | -1.2% |
| All | -14.3% | +62.2% | -76.4% | -39.1% |
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 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