+1,144.3%
AU vs RACE
+639.5%
+504.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.3% | -4.2% |
| 7D | -1.1% | -4.0% | +2.9% | -0.2% |
| 30D | -4.4% | +3.5% | -8.0% | -5.1% |
| 3M | -10.0% | -0.4% | -9.6% | -9.8% |
| 6M | -14.5% | +23.2% | -37.6% | -17.9% |
| YTD | +6.4% | +11.0% | -4.6% | +3.9% |
| 1Y | +7.7% | -2.2% | +9.9% | +7.6% |
| 3Y | +514.1% | +22.5% | +491.6% | +481.6% |
| 5Y | +386.5% | +63.2% | +323.4% | +331.4% |
| 10Y | +851.3% | +704.3% | +147.0% | +644.6% |
| All | +1,144.3% | +639.5% | +504.9% | +896.8% |
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