+130.6%
ARMK vs QSR
+137.6%
-7.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.7% | -2.9% | +5.6% | +4.6% |
| 30D | -1.5% | +4.1% | -5.6% | -4.7% |
| 3M | -11.6% | -0.7% | -10.9% | -12.1% |
| 6M | +6.7% | +0.4% | +6.3% | +4.7% |
| YTD | +47.4% | +13.5% | +33.9% | +31.9% |
| 1Y | +41.5% | +11.0% | +30.5% | +28.4% |
| 3Y | +95.5% | +22.0% | +73.6% | +60.0% |
| 5Y | +108.4% | +57.1% | +51.3% | +38.4% |
| All | +130.6% | +137.6% | -7.0% | +18.5% |
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