+6.1%
AS vs RACE
+3.3%
+2.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +6.9% | +5.1% | +1.8% | +5.1% |
| 30D | +16.0% | +7.7% | +8.3% | +13.1% |
| 3M | -12.8% | +2.2% | -15.0% | -13.6% |
| 6M | -15.4% | +23.8% | -39.1% | -20.9% |
| YTD | -15.7% | +13.9% | -29.6% | -25.5% |
| 1Y | +6.1% | +3.8% | +2.3% | -12.1% |
| All | +6.1% | +3.3% | +2.8% | -12.1% |
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 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