+296.4%
ARM vs QS
-22.2%
+318.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +3.8% |
| 7D | +5.5% | -2.3% | +7.8% | +6.1% |
| 30D | -8.2% | -0.7% | -7.5% | -8.3% |
| 3M | -35.9% | -39.6% | +3.7% | -27.8% |
| 6M | +103.1% | -21.7% | +124.8% | +116.9% |
| YTD | +130.6% | -47.4% | +178.0% | +164.0% |
| 1Y | +86.1% | -28.4% | +114.4% | +94.0% |
| All | +296.4% | -22.2% | +318.6% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling