+228.9%
ARM vs QS
-30.4%
+259.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +3.7% |
| 7D | -15.2% | +5.4% | -20.6% | -16.3% |
| 30D | -40.7% | -5.3% | -35.4% | -39.9% |
| 3M | -39.1% | -22.6% | -16.5% | -35.3% |
| 6M | -26.4% | -46.2% | +19.7% | -14.5% |
| YTD | +59.7% | -58.9% | +118.7% | +93.7% |
| 1Y | +10.3% | -73.1% | +83.4% | +43.9% |
| 3Y | +228.9% | -27.2% | +256.1% | +208.3% |
| All | +228.9% | -30.4% | +259.3% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling