+296.4%
ARM vs QSR
+31.4%
+265.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +5.5% | +2.4% | +3.0% | +4.5% |
| 30D | -8.2% | +7.6% | -15.8% | -10.9% |
| 3M | -35.9% | +12.6% | -48.6% | -39.5% |
| 6M | +103.1% | +14.4% | +88.7% | +87.0% |
| YTD | +130.6% | +19.6% | +111.0% | +105.9% |
| 1Y | +86.1% | +33.9% | +52.2% | +52.3% |
| All | +296.4% | +31.4% | +265.0% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling