+251.9%
QCOM vs ARMK
+131.1%
+120.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +13.0% | +7.1% | +5.9% | +10.5% |
| 30D | +0.2% | -1.6% | +1.8% | +0.8% |
| 3M | +9.2% | -10.5% | +19.8% | +13.4% |
| 6M | -15.0% | +11.8% | -26.8% | -18.5% |
| YTD | +5.2% | +47.3% | -42.1% | -9.0% |
| 1Y | +2.4% | +41.5% | -39.1% | -10.3% |
| 3Y | +52.0% | +95.3% | -43.4% | +18.5% |
| 5Y | +19.7% | +108.1% | -88.4% | -8.9% |
| All | +251.9% | +131.1% | +120.8% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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