+199.6%
ARM vs RACE
+40.8%
+158.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.4% |
| 7D | +9.1% | -1.2% | +10.3% | +9.9% |
| 30D | -19.9% | +6.1% | -26.1% | -22.8% |
| 3M | -31.6% | -0.3% | -31.3% | -31.6% |
| 6M | -13.9% | +23.4% | -37.3% | -24.3% |
| YTD | +74.3% | +12.5% | +61.8% | +60.1% |
| 1Y | +35.8% | -0.5% | +36.3% | +33.6% |
| 3Y | +268.6% | +23.6% | +245.0% | +210.3% |
| All | +199.6% | +40.8% | +158.8% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling