+174.6%
ARM vs RACE
+42.6%
+132.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.6% |
| 7D | -15.2% | +5.1% | -20.3% | -17.8% |
| 30D | -40.7% | +7.7% | -48.4% | -43.3% |
| 3M | -39.1% | +2.2% | -41.3% | -39.9% |
| 6M | -26.4% | +23.8% | -50.2% | -35.4% |
| YTD | +59.7% | +13.9% | +45.8% | +45.7% |
| 1Y | +10.3% | +3.8% | +6.6% | +5.8% |
| 3Y | +228.9% | +28.0% | +200.8% | +169.9% |
| All | +174.6% | +42.6% | +132.1% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling