+159.2%
ARMK vs RACE
+670.3%
-511.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.0% |
| 7D | -10.2% | +5.7% | -15.9% | -12.1% |
| 30D | -9.3% | +9.3% | -18.6% | -12.3% |
| 3M | -11.4% | +3.8% | -15.2% | -12.9% |
| 6M | +11.6% | +29.8% | -18.2% | +0.2% |
| YTD | +37.5% | +15.6% | +21.9% | +28.2% |
| 1Y | +34.9% | +5.1% | +29.8% | +30.4% |
| 3Y | +83.4% | +30.8% | +52.7% | +55.0% |
| 5Y | +87.9% | +67.4% | +20.5% | +39.5% |
| 10Y | +117.0% | +793.6% | -676.6% | +3.9% |
| All | +159.2% | +670.3% | -511.1% | +15.0% |
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