+35.8%
ARM vs Q
+28.9%
+6.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.4% | +9.7% | +10.2% |
| 7D | +6.0% | +6.6% | -0.5% | +1.5% |
| 30D | -20.3% | +2.7% | -23.1% | -21.4% |
| 3M | -24.4% | -8.4% | -16.0% | -18.7% |
| 6M | -4.4% | -17.3% | +12.9% | +9.6% |
| YTD | +86.0% | +55.3% | +30.7% | +63.3% |
| 1Y | +35.8% | +31.5% | +4.4% | +24.4% |
| All | +35.8% | +28.9% | +6.9% | +24.4% |
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