+193.0%
ARM vs QS
-35.1%
+228.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.8% | -0.1% | +4.9% |
| 7D | -5.3% | +13.7% | -19.0% | -8.3% |
| 30D | -30.0% | -0.2% | -29.8% | -30.1% |
| 3M | -34.1% | -24.8% | -9.2% | -29.3% |
| 6M | -12.6% | -39.4% | +26.7% | -1.2% |
| YTD | +70.4% | -56.1% | +126.6% | +104.1% |
| 1Y | +22.3% | -72.5% | +94.8% | +59.3% |
| 3Y | +261.2% | -16.3% | +277.5% | +213.1% |
| All | +193.0% | -35.1% | +228.1% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling