+88.0%
ARM vs QS
-44.4%
+132.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.0% |
| 7D | +11.4% | +2.2% | +9.2% | +10.5% |
| 30D | -7.4% | -8.1% | +0.6% | -4.8% |
| 3M | -24.5% | -27.0% | +2.5% | -16.4% |
| 6M | +128.7% | -16.4% | +145.1% | +147.5% |
| YTD | +139.3% | -46.4% | +185.6% | +175.1% |
| 1Y | +88.0% | -41.1% | +129.1% | +135.1% |
| All | +88.0% | -44.4% | +132.4% | +135.1% |
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