+19.3%
ARM vs QS
-71.4%
+90.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.5% | -12.8% | -9.2% |
| 7D | -18.7% | +4.5% | -23.2% | -20.7% |
| 30D | -36.7% | -4.1% | -32.6% | -35.6% |
| 3M | -31.6% | -22.1% | -9.5% | -22.8% |
| 6M | -5.6% | -38.4% | +32.7% | +22.4% |
| YTD | +75.5% | -57.5% | +132.9% | +142.7% |
| 1Y | +19.3% | -71.3% | +90.6% | +75.9% |
| All | +19.3% | -71.4% | +90.7% | +75.9% |
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