+216.1%
ARMK vs QSR
+218.5%
-2.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.4% | +2.4% | -4.8% | -3.8% |
| 30D | 0.0% | +7.6% | -7.6% | -4.3% |
| 3M | +6.7% | +12.6% | -6.0% | -1.0% |
| 6M | +38.8% | +14.4% | +24.4% | +26.9% |
| YTD | +55.2% | +19.6% | +35.6% | +37.9% |
| 1Y | +46.6% | +33.9% | +12.7% | +21.3% |
| 3Y | +112.9% | +27.1% | +85.8% | +76.8% |
| 5Y | +144.0% | +48.5% | +95.4% | +81.2% |
| 10Y | +132.4% | +126.2% | +6.2% | +33.9% |
| All | +216.1% | +218.5% | -2.4% | +68.5% |
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 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