+1,449.3%
AU vs RACE
+647.6%
+801.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | -3.6% | -2.5% | -1.1% | -3.1% |
| 30D | +23.9% | +0.8% | +23.1% | +23.8% |
| 3M | +19.1% | +17.2% | +1.9% | +15.5% |
| 6M | -0.2% | +13.6% | -13.7% | -2.6% |
| YTD | +32.5% | +12.2% | +20.2% | +29.1% |
| 1Y | +96.9% | -16.3% | +113.2% | +102.1% |
| 3Y | +614.7% | +36.4% | +578.3% | +563.4% |
| 5Y | +647.7% | +95.0% | +552.7% | +548.6% |
| 10Y | +679.2% | +813.2% | -134.0% | +498.7% |
| All | +1,449.3% | +647.6% | +801.7% | +1,137.6% |
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 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