+565.6%
AU vs RACE
+26.8%
+538.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.6% |
| 7D | +20.8% | +3.9% | +16.9% | +19.2% |
| 30D | +5.5% | +7.4% | -1.9% | +3.0% |
| 3M | +3.9% | +1.6% | +2.3% | +3.5% |
| 6M | -5.4% | +23.3% | -28.8% | -11.2% |
| YTD | +20.7% | +14.7% | +6.0% | +14.8% |
| 1Y | +49.8% | +2.5% | +47.3% | +46.2% |
| 3Y | +565.6% | +28.0% | +537.7% | +463.0% |
| All | +565.6% | +26.8% | +538.8% | +463.0% |
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 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