+19.3%
ARM vs Q
+19.7%
-0.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.2% |
| 7D | -18.7% | -3.3% | -15.4% | -16.4% |
| 30D | -36.7% | -9.7% | -27.0% | -31.5% |
| 3M | -31.6% | -16.1% | -15.5% | -22.1% |
| 6M | -5.6% | -15.7% | +10.1% | +8.0% |
| YTD | +75.5% | +45.7% | +29.7% | +61.5% |
| 1Y | +19.3% | +18.0% | +1.3% | +15.9% |
| All | +19.3% | +19.7% | -0.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling