+192.6%
ARMK vs RACE
+647.6%
-455.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | 0.0% | +0.8% | -0.8% | -0.4% |
| 3M | +6.7% | +17.2% | -10.5% | 0.0% |
| 6M | +38.8% | +13.6% | +25.2% | +31.0% |
| YTD | +55.2% | +12.2% | +43.0% | +46.6% |
| 1Y | +46.6% | -16.3% | +62.9% | +53.2% |
| 3Y | +112.9% | +36.4% | +76.5% | +76.6% |
| 5Y | +144.0% | +95.0% | +49.0% | +70.4% |
| 10Y | +132.4% | +813.2% | -680.8% | +11.7% |
| All | +192.6% | +647.6% | -455.0% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling