+286.5%
ARM vs QS
-28.5%
+315.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.1% | +0.2% |
| 7D | +19.8% | -5.6% | +25.4% | +21.3% |
| 30D | -21.8% | -5.8% | -15.9% | -20.8% |
| 3M | -26.5% | -39.2% | +12.7% | -17.2% |
| 6M | -3.9% | -53.9% | +50.0% | +15.4% |
| YTD | +82.8% | -62.8% | +145.5% | +126.3% |
| 1Y | +34.3% | -73.5% | +107.8% | +76.4% |
| All | +286.5% | -28.5% | +315.0% | +274.2% |
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