+199.6%
ARM vs QSR
+24.7%
+174.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +9.1% | -2.9% | +12.0% | +9.9% |
| 30D | -19.9% | +4.1% | -24.1% | -21.2% |
| 3M | -31.6% | -0.7% | -31.0% | -32.1% |
| 6M | -13.9% | +0.4% | -14.3% | -15.2% |
| YTD | +74.3% | +13.5% | +60.8% | +57.6% |
| 1Y | +35.8% | +11.0% | +24.8% | +24.2% |
| 3Y | +268.6% | +22.0% | +246.6% | +233.9% |
| All | +199.6% | +24.7% | +174.9% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling