-5.6%
ARM vs RACE
+27.8%
-33.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.3% | -9.5% | -8.4% |
| 7D | -18.7% | +9.9% | -28.6% | -24.6% |
| 30D | -36.7% | +12.8% | -49.5% | -42.5% |
| 3M | -31.6% | +7.4% | -39.0% | -35.6% |
| 6M | -5.6% | +27.6% | -33.2% | -26.6% |
| All | -5.6% | +27.8% | -33.4% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling