+35.8%
ARM vs QID
-20.9%
+56.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -1.2% |
| 7D | +9.1% | -7.1% | +16.3% | +0.5% |
| 30D | -19.9% | +12.6% | -32.6% | -0.9% |
| 3M | -31.6% | +14.2% | -45.9% | -10.8% |
| 6M | -13.9% | +6.2% | -20.1% | +14.5% |
| YTD | +74.3% | -21.8% | +96.1% | +76.4% |
| 1Y | +35.8% | -23.1% | +58.9% | +37.1% |
| All | +35.8% | -20.9% | +56.7% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling