+311.3%
ARM vs QSR
+28.3%
+283.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.6% |
| 7D | +11.4% | +0.1% | +11.3% | +11.3% |
| 30D | -7.4% | +5.9% | -13.4% | -9.6% |
| 3M | -24.5% | +10.5% | -35.0% | -28.1% |
| 6M | +128.7% | +7.7% | +120.9% | +116.9% |
| YTD | +139.3% | +16.8% | +122.5% | +115.3% |
| 1Y | +88.0% | +30.9% | +57.1% | +55.0% |
| All | +311.3% | +28.3% | +283.0% | +267.0% |
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 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