+174.6%
ARM vs QSR
+28.5%
+146.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | -15.2% | +7.3% | -22.5% | -17.0% |
| 30D | -40.7% | +11.9% | -52.6% | -42.9% |
| 3M | -39.1% | +7.5% | -46.6% | -41.0% |
| 6M | -26.4% | +2.5% | -28.9% | -27.9% |
| YTD | +59.7% | +17.0% | +42.8% | +43.4% |
| 1Y | +10.3% | +18.1% | -7.8% | -2.0% |
| 3Y | +228.9% | +28.6% | +200.2% | +191.9% |
| All | +174.6% | +28.5% | +146.1% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling