+35.8%
ARM vs QS
-73.9%
+109.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -5.4% | +17.4% | +15.1% |
| 7D | +6.0% | -5.0% | +11.0% | +9.0% |
| 30D | -20.3% | -1.4% | -18.9% | -20.3% |
| 3M | -24.4% | -33.6% | +9.2% | -5.3% |
| 6M | -4.4% | -47.6% | +43.2% | +35.5% |
| YTD | +86.0% | -59.6% | +145.6% | +173.9% |
| 1Y | +35.8% | -73.5% | +109.3% | +129.1% |
| All | +35.8% | -73.9% | +109.7% | +129.1% |
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