+86.1%
ARM vs QSR
+33.2%
+52.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | +2.4% | +3.0% | +6.1% |
| 30D | -8.2% | +7.6% | -15.8% | -6.6% |
| 3M | -35.9% | +12.6% | -48.6% | -34.1% |
| 6M | +103.1% | +14.4% | +88.7% | +104.7% |
| YTD | +130.6% | +19.6% | +111.0% | +131.5% |
| 1Y | +86.1% | +33.9% | +52.2% | +74.3% |
| All | +86.1% | +33.2% | +52.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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