+86.1%
ARM vs QS
-28.5%
+114.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +3.7% |
| 7D | +5.5% | -2.3% | +7.8% | +6.3% |
| 30D | -8.2% | -0.7% | -7.5% | -8.3% |
| 3M | -35.9% | -39.6% | +3.7% | -25.5% |
| 6M | +103.1% | -21.7% | +124.8% | +121.9% |
| YTD | +130.6% | -47.4% | +178.0% | +164.8% |
| 1Y | +86.1% | -28.4% | +114.4% | +132.9% |
| All | +86.1% | -28.5% | +114.5% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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