+315.5%
ARM vs QSR
+26.2%
+289.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +12.5% | -2.4% | +14.9% | +13.4% |
| 30D | -1.4% | +5.7% | -7.0% | -3.7% |
| 3M | -18.7% | +6.9% | -25.6% | -21.5% |
| 6M | +124.6% | +6.9% | +117.8% | +113.3% |
| YTD | +141.7% | +14.9% | +126.8% | +118.8% |
| 1Y | +87.7% | +29.1% | +58.6% | +55.4% |
| All | +315.5% | +26.2% | +289.3% | +273.0% |
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