+193.0%
ARM vs QID
-71.4%
+264.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.8% | +13.5% | -1.2% |
| 7D | -5.3% | -0.8% | -4.6% | -4.0% |
| 30D | -30.0% | +20.1% | -50.1% | -9.2% |
| 3M | -34.1% | +11.8% | -45.9% | -18.8% |
| 6M | -12.6% | +5.5% | -18.2% | +11.7% |
| YTD | +70.4% | -21.5% | +92.0% | +67.4% |
| 1Y | +22.3% | -22.6% | +44.9% | +19.8% |
| 3Y | +261.2% | -72.3% | +333.5% | +79.8% |
| All | +193.0% | -71.4% | +264.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling