+637.7%
AU vs RACE
+40.8%
+596.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -3.6% | -2.5% | -1.1% | -2.8% |
| 30D | +23.9% | +0.8% | +23.1% | +23.8% |
| 3M | +19.1% | +17.2% | +1.9% | +13.9% |
| 6M | -0.2% | +13.6% | -13.7% | -4.3% |
| YTD | +32.5% | +12.2% | +20.2% | +27.0% |
| 1Y | +96.9% | -16.3% | +113.2% | +102.3% |
| All | +637.7% | +40.8% | +596.9% | +521.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling