+296.4%
ARM vs QLD
+179.9%
+116.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.5% |
| 7D | +5.5% | +0.6% | +4.9% | +4.8% |
| 30D | -8.2% | -0.1% | -8.1% | -8.0% |
| 3M | -35.9% | -8.4% | -27.6% | -27.9% |
| 6M | +103.1% | +32.2% | +70.9% | +56.9% |
| YTD | +130.6% | +28.9% | +101.7% | +81.7% |
| 1Y | +86.1% | +43.8% | +42.2% | +29.4% |
| All | +296.4% | +179.9% | +116.5% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling