+296.4%
ARM vs RACE
+40.4%
+256.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +5.0% |
| 7D | +5.5% | -2.5% | +8.0% | +7.0% |
| 30D | -8.2% | +0.8% | -9.0% | -8.9% |
| 3M | -35.9% | +17.2% | -53.1% | -42.1% |
| 6M | +103.1% | +13.6% | +89.5% | +86.6% |
| YTD | +130.6% | +12.2% | +118.4% | +111.9% |
| 1Y | +86.1% | -16.3% | +102.3% | +100.2% |
| All | +296.4% | +40.4% | +256.0% | +200.9% |
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