-31.6%
ARM vs RACE
+8.1%
-39.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.3% | -9.5% | -7.3% |
| 7D | -18.7% | +9.9% | -28.6% | -23.3% |
| 30D | -36.7% | +12.8% | -49.5% | -41.6% |
| 3M | -31.6% | +7.4% | -39.0% | -33.5% |
| All | -31.6% | +8.1% | -39.7% | -33.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling