+106.6%
ARMK vs RACE
+69.7%
+36.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | -1.3% | +6.6% | -7.9% | -3.5% |
| 3M | -2.5% | +2.2% | -4.7% | -3.5% |
| 6M | +20.8% | +22.4% | -1.6% | +11.7% |
| YTD | +48.2% | +13.8% | +34.4% | +39.7% |
| 1Y | +45.7% | +2.2% | +43.5% | +42.7% |
| 3Y | +96.6% | +25.6% | +70.9% | +65.3% |
| 5Y | +106.6% | +71.0% | +35.6% | +34.1% |
| All | +106.6% | +69.7% | +36.9% | +34.1% |
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