+214.2%
ARM vs QID
-72.2%
+286.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.1% |
| 7D | +19.8% | -11.8% | +31.6% | +4.9% |
| 30D | -21.8% | +14.2% | -36.0% | -3.7% |
| 3M | -26.5% | +8.8% | -35.3% | -11.9% |
| 6M | -3.9% | +1.5% | -5.4% | +18.3% |
| YTD | +82.8% | -23.8% | +106.5% | +74.7% |
| 1Y | +34.3% | -22.0% | +56.3% | +33.1% |
| 3Y | +282.2% | -71.9% | +354.1% | +91.8% |
| All | +214.2% | -72.2% | +286.4% | +61.6% |
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