+174.6%
ARM vs QLD
+128.8%
+45.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +1.8% |
| 7D | -15.2% | -10.3% | -5.0% | -4.0% |
| 30D | -40.7% | -26.1% | -14.6% | -15.3% |
| 3M | -39.1% | -17.8% | -21.3% | -22.1% |
| 6M | -26.4% | -15.6% | -10.9% | -5.8% |
| YTD | +59.7% | +5.4% | +54.4% | +61.8% |
| 1Y | +10.3% | +5.2% | +5.1% | +11.4% |
| 3Y | +228.9% | +139.4% | +89.4% | +44.4% |
| All | +174.6% | +128.8% | +45.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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