+1,311.5%
AU vs RACE
+663.9%
+647.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.7% |
| 7D | +20.8% | +3.9% | +16.9% | +19.8% |
| 30D | +5.5% | +7.4% | -1.9% | +3.9% |
| 3M | +3.9% | +1.6% | +2.3% | +3.6% |
| 6M | -5.4% | +23.3% | -28.8% | -9.4% |
| YTD | +20.7% | +14.7% | +6.0% | +17.0% |
| 1Y | +49.8% | +2.5% | +47.3% | +48.2% |
| 3Y | +565.6% | +28.0% | +537.7% | +524.4% |
| 5Y | +500.4% | +69.8% | +430.6% | +427.9% |
| 10Y | +795.4% | +734.9% | +60.5% | +595.3% |
| All | +1,311.5% | +663.9% | +647.6% | +1,022.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling