+87.7%
ARM vs QSR
+29.2%
+58.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +0.6% |
| 7D | +12.5% | -2.4% | +14.9% | +11.8% |
| 30D | -1.4% | +5.7% | -7.0% | -0.1% |
| 3M | -18.7% | +6.9% | -25.6% | -17.3% |
| 6M | +124.6% | +6.9% | +117.8% | +124.7% |
| YTD | +141.7% | +14.9% | +126.8% | +140.3% |
| 1Y | +87.7% | +29.1% | +58.6% | +77.1% |
| All | +87.7% | +29.2% | +58.4% | +77.1% |
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