-35.9%
APP vs RACE
-16.2%
-19.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | +0.9% | -2.5% | +3.4% | +1.4% |
| 30D | -23.3% | +0.8% | -24.0% | -23.4% |
| 3M | -42.6% | +17.2% | -59.8% | -44.3% |
| 6M | -33.6% | +13.6% | -47.2% | -35.3% |
| YTD | -52.4% | +12.2% | -64.6% | -53.8% |
| 1Y | -35.9% | -16.3% | -19.6% | -31.0% |
| All | -35.9% | -16.2% | -19.7% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling