+199.9%
ARMK vs QSR
+202.6%
-2.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | +7.1% | -3.9% | +11.0% | +9.5% |
| 30D | -1.6% | +5.9% | -7.6% | -5.4% |
| 3M | -10.5% | +1.7% | -12.2% | -12.2% |
| 6M | +11.8% | -1.9% | +13.6% | +11.3% |
| YTD | +47.3% | +13.6% | +33.6% | +33.7% |
| 1Y | +41.5% | +13.1% | +28.3% | +28.7% |
| 3Y | +95.3% | +21.8% | +73.5% | +65.1% |
| 5Y | +108.1% | +57.2% | +50.9% | +48.1% |
| 10Y | +132.0% | +138.5% | -6.5% | +33.4% |
| All | +199.9% | +202.6% | -2.6% | +63.5% |
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