+214.0%
ARM vs RACE
+30.0%
+183.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -11.7% |
| 7D | -27.1% | +5.7% | -32.8% | -29.4% |
| 30D | -44.9% | +9.3% | -54.2% | -47.7% |
| 3M | -39.3% | +3.8% | -43.1% | -40.6% |
| 6M | -20.2% | +29.8% | -50.0% | -31.6% |
| YTD | +52.5% | +15.6% | +36.9% | +38.1% |
| 1Y | +4.1% | +5.1% | -1.0% | -0.9% |
| All | +214.0% | +30.0% | +183.9% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling