+4.1%
ARM vs QLD
+0.3%
+3.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -12.7% | -0.3% | +3.3% |
| 7D | -27.1% | -18.6% | -8.6% | -5.0% |
| 30D | -44.9% | -28.3% | -16.6% | -14.7% |
| 3M | -39.3% | -20.4% | -18.9% | -17.0% |
| 6M | -20.2% | -14.3% | -5.9% | +5.2% |
| YTD | +52.5% | +2.8% | +49.8% | +66.3% |
| 1Y | +4.1% | -1.2% | +5.3% | +16.5% |
| All | +4.1% | +0.3% | +3.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling