+228.9%
ARM vs QID
-70.5%
+299.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.3% | +1.8% |
| 7D | -15.2% | +9.4% | -24.6% | -4.0% |
| 30D | -40.7% | +31.2% | -71.9% | -14.7% |
| 3M | -39.1% | +17.4% | -56.5% | -20.8% |
| 6M | -26.4% | +8.4% | -34.8% | -2.8% |
| YTD | +59.7% | -15.8% | +75.5% | +69.4% |
| 1Y | +10.3% | -16.3% | +26.7% | +17.6% |
| 3Y | +228.9% | -70.4% | +299.3% | +63.0% |
| All | +228.9% | -70.5% | +299.4% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling