+136.8%
ARMK vs QSR
+133.7%
+3.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -0.9% | -4.7% | +3.8% | +2.2% |
| 30D | -5.9% | +4.3% | -10.3% | -8.7% |
| 3M | +6.7% | +5.4% | +1.3% | +2.4% |
| 6M | +42.5% | +8.2% | +34.4% | +33.6% |
| YTD | +55.1% | +14.1% | +41.0% | +39.8% |
| 1Y | +50.3% | +28.1% | +22.2% | +24.6% |
| 3Y | +122.2% | +25.3% | +96.9% | +80.3% |
| 5Y | +155.2% | +40.4% | +114.8% | +86.8% |
| All | +136.8% | +133.7% | +3.1% | +27.1% |
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 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